Report NEP-ECM-2006-10-28

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

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Other reports in NEP-ECM

The following items were announced in this report:

• Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006. "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers 5829, C.E.P.R. Discussion Papers.
• Item repec:cep:stiecm:/2006/503 is not listed on IDEAS anymore

• Ke-Li Xu & Peter C.B. Phillips, 2006. "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers 1585, Cowles Foundation for Research in Economics, Yale University.
• Reichlin, Lucrezia & Doz, Catherine & Giannone, Domenico, 2006. "A Quasi Maximum Likelihood Approach for Large Approximate Dynamic Factor Models," CEPR Discussion Papers 5724, C.E.P.R. Discussion Papers.
• Zhongjun Qu & Pierre Perron, 2006. "A Modified Information Criterion for Cointegration Tests based on a VAR Approximation," Boston University - Department of Economics - Working Papers Series WP2006-011, Boston University - Department of Economics.
• Molina, Isabel, 2006. "Uncertainty under a multivariate nested-error regression model with logarithmic transformation," DES - Working Papers. Statistics and Econometrics. WS ws066117, Universidad Carlos III de Madrid. Departamento de Estadística.
• Ai Deng & Pierre Perron, 2005. "The Limit Distribution of the CUSUM of Square Test Under Genreal MIxing Conditions," Boston University - Department of Economics - Working Papers Series WP2005-046, Boston University - Department of Economics.
• Chang Sik Kim & Peter C.B. Phillips, 2006. "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers 1587, Cowles Foundation for Research in Economics, Yale University.
• Item repec:bos:wpaper:wp2005-048 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2006/505 is not listed on IDEAS anymore

• George Athanasopoulos & Rob J. Hyndman, 2006. "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers 19/06, Monash University, Department of Econometrics and Business Statistics.
• Ivan Fernandez-Val, 2005. "Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects," Boston University - Department of Economics - Working Papers Series WP2005-38, Boston University - Department of Economics.
• Item repec:cep:stiecm:/2006/504 is not listed on IDEAS anymore

• Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR).
• Offer Lieberman & Peter C.B. Phillips, 2006. "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," Cowles Foundation Discussion Papers 1586, Cowles Foundation for Research in Economics, Yale University.
• Klein, Roger & Vella, Francis, 2006. "Estimating a Class of Triangular Simultaneous Equations Models Without Exclusion Restrictions," IZA Discussion Papers 2378, Institute of Labor Economics (IZA).
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers 0330, National Bureau of Economic Research, Inc.
• Stanislav Anatolyev, 2006. "Nonparametric retrospection and monitoring of predictability of financial returns," Working Papers w0071, Center for Economic and Financial Research (CEFIR).
• Item repec:cep:stiecm:/2006/506 is not listed on IDEAS anymore

• Angelucci, Manuela & Attanasio, Orazio, 2006. "Estimating ATT Effects with Non-Experimental Data and Low Compliance," IZA Discussion Papers 2368, Institute of Labor Economics (IZA).
• Item repec:dgr:kubcen:200699 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2006/509 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200695 is not listed on IDEAS anymore

• Gary Biglaiser & Ching-to Albert Ma, 2006. "Moonlighting: Public Service and Private Practice," Boston University - Department of Economics - Working Papers Series WP2006-015, Boston University - Department of Economics.
• A. Prinzie & D. Van Den Poel, 2006. "Exploiting Randomness for Feature Selection in Multinomial Logit: a CRM Cross-Sell Application," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 06/390, Ghent University, Faculty of Economics and Business Administration.
• Zhao, Zhong, 2006. "Matching Estimators and the Data from the National Supported Work Demonstration Again," IZA Discussion Papers 2375, Institute of Labor Economics (IZA).
• Veiga, Helena, 2006. "Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH," DES - Working Papers. Statistics and Econometrics. WS ws066016, Universidad Carlos III de Madrid. Departamento de Estadística.
• Reichlin, Lucrezia & Giannone, Domenico, 2006. "Does Information Help Recovering Structural Shocks from Past Observations?," CEPR Discussion Papers 5725, C.E.P.R. Discussion Papers.
• Gerlach, Stefan & Assenmacher, Katrin, 2006. "Money Growth, Output Gaps and Inflation at Low and High Frequency: Spectral Estimates for Switzerland," CEPR Discussion Papers 5723, C.E.P.R. Discussion Papers.
• Frank A Cowell, 2006. "Inequality: Measurement," STICERD - Distributional Analysis Research Programme Papers 86, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
• Edward L. Glaeser, 2006. "Researcher Incentives and Empirical Methods," NBER Technical Working Papers 0329, National Bureau of Economic Research, Inc.
• Tatsuma Wada & Pierre Perron, 2005. "An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data," Boston University - Department of Economics - Working Papers Series WP2005-44, Boston University - Department of Economics.