Report NEP-ECM-2008-02-02

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:

• J. Isaac Miller, 2007. "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers 0722, Department of Economics, University of Missouri, revised 15 Apr 2009.
• Item repec:ven:wpaper:34_07 is not listed on IDEAS anymore

• Item repec:dgr:umamet:2007054 is not listed on IDEAS anymore

• Amado, Cristina & Teräsvirta, Timo, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," SSE/EFI Working Paper Series in Economics and Finance 691, Stockholm School of Economics.
• Item repec:cep:stiecm:/2007/525 is not listed on IDEAS anymore

• Item repec:ecb:ecbwps:20070850 is not listed on IDEAS anymore

• Frölich, Markus & Melly, Blaise, 2008. "Unconditional Quantile Treatment Effects under Endogeneity," IZA Discussion Papers 3288, Institute of Labor Economics (IZA).
• Item repec:cep:stiecm:/2007/523 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2007/524 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00224434_v1 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2007/522 is not listed on IDEAS anymore

• Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany.
• Proietti, Tommaso, 2008. "Structural Time Series Models for Business Cycle Analysis," MPRA Paper 6854, University Library of Munich, Germany.
• Item repec:cep:stiecm:/2007/517 is not listed on IDEAS anymore

• Manner, H., 2007. "Estimation and model selection of copulas with an application to exchange rates," Research Memorandum 056, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Item repec:cep:stiecm:/2007/520 is not listed on IDEAS anymore

• Buncic, Daniel, 2008. "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper 6904, University Library of Munich, Germany.
• Don Webber & Paul White & Angela Helvin, 2008. "Modelling structural change using broken sticks," Working Papers 0801, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
• Cornelissen, Thomas & Sonderhof, Katja, 2008. "Marginal effects in the probit model with a triple dummy variable interaction term," Hannover Economic Papers (HEP) dp-386, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Andrea Vaona, 2008. "Inflation persistence, structural breaks and omitted variables: a critical view," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0802, USI Università della Svizzera italiana.
• Proietti, Tommaso, 2008. "Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components," MPRA Paper 6860, University Library of Munich, Germany.
• Costa Dias, Monica & Ichimura, Hidehiko & van den Berg, Gerard J., 2008. "The Matching Method for Treatment Evaluation with Selective Participation and Ineligibles," IZA Discussion Papers 3280, Institute of Labor Economics (IZA).
• Franses, Ph.H.B.F. & Legerstee, R., 2007. "A Manager's Perspective on Combining Expert and Model-based Forecasts," ERIM Report Series Research in Management ERS-2007-083-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Item repec:ven:wpaper:32/07 is not listed on IDEAS anymore

• Manner, H. & Candelon, B., 2007. "Testing for asset market linkages: a new approach based on time-varying copulas," Research Memorandum 052, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Item repec:acb:camaaa:2008-01 is not listed on IDEAS anymore