Report NEP-ECM-2008-04-29

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-ECM

The following items were announced in this report:

• Mayoral, Laura, 2008. "Simple Wald tests of the fractional integration parameter : an overview of new results," UC3M Working papers. Economics we20080129, Universidad Carlos III de Madrid. Departamento de Economía.
• Eduardo Mendes & Les Oxley & William Rea & Marco Reale, 2008. "Long memory or shifting means? A new approach and application to realised volatility," Working Papers in Economics 08/04, University of Canterbury, Department of Economics and Finance.
• Beatrice Pataracchia, 2008. "The Spectral Representation of Markov-Switching Arma Models," Department of Economics University of Siena 528, Department of Economics, University of Siena.
• Item repec:dgr:kubcen:200840 is not listed on IDEAS anymore

• Lennart Hoogerheide & Herman K. van Dijk, 2008. "Possibly Ill-behaved Posteriors in Econometric Models," Tinbergen Institute Discussion Papers 08-036/4, Tinbergen Institute, revised 18 Apr 2008.
• Canova, Fabio, 2008. "How much structure in empirical models?," CEPR Discussion Papers 6791, C.E.P.R. Discussion Papers.
• Item repec:hal:papers:halshs-00275254_v1 is not listed on IDEAS anymore

• Barnett, William A. & Serletis, Apostolos, 2008. "Consumer preferences and demand systems," MPRA Paper 8413, University Library of Munich, Germany.
• Laurent Ferrara & Thomas Raffinot, 2008. "A non-parametric method to nowcast the Euro Area IPI," Post-Print halshs-00275769, HAL.
• Clive G. Bowsher & Roland Meeks, 2008. "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers 0804, Federal Reserve Bank of Dallas.
• Daniel Millimet & Rusty Tchernis, 2008. "Minimizing Bias in Selection on Observables Estimators When Unconfoundness Fails," Caepr Working Papers 2008-008, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
• Winschel, Viktor & Krätzig, Markus, 2008. "JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models," SFB 649 Discussion Papers 2008-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Lanne, Markku & Saikkonen, Pentti, 2008. "Modeling Expectations with Noncausal Autoregressions," MPRA Paper 8411, University Library of Munich, Germany.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2008. "Adaptive Experimental Design Using the Propensity Score," MPRA Paper 8315, University Library of Munich, Germany.
• Erik Hjalmarsson, 2008. "Interpreting long-horizon estimates in predictive regressions," International Finance Discussion Papers 928, Board of Governors of the Federal Reserve System (U.S.).
• Jonas Dovern & Ulrich Fritsche, 2008. "Estimating fundamental cross-section dispersion from fixed event forecasts," Macroeconomics and Finance Series 200801, University of Hamburg, Department of Socioeconomics.
• Prof D.S.G. Pollock, 2008. "The Realisation of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics 08/13, Division of Economics, School of Business, University of Leicester.
• Item repec:hal:papers:halshs-00275767_v1 is not listed on IDEAS anymore

• Item repec:hhs:bofitp:2008_002 is not listed on IDEAS anymore

• Mercereau, Benoît & Miniane, Jacques Alain, 2008. "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics Discussion Papers 2008-10, Kiel Institute for the World Economy (IfW Kiel).
• Colander, David C., 2008. "Economists, Incentives, Judgment, and Empirical Work," Economics Discussion Papers 2008-12, Kiel Institute for the World Economy (IfW Kiel).
• TENENHAUS, Michel, 2008. "Component-based structural equation modelling," HEC Research Papers Series 887, HEC Paris.