Report NEP-ECM-2008-06-21

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:

• Item repec:dgr:uvatin:20080007 is not listed on IDEAS anymore

• Visser, Marcel P., 2008. "Garch Parameter Estimation Using High-Frequency Data," MPRA Paper 9076, University Library of Munich, Germany.
• André A. Monteiro, 2008. "Parameter Driven Multi-state Duration Models: Simulated vs. Approximate Maximum Likelihood Estimation," Tinbergen Institute Discussion Papers 08-021/2, Tinbergen Institute.
• Pesaran, M.H. & Pick, A., 2008. "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics 0814, Faculty of Economics, University of Cambridge.
• Item repec:dgr:uvatin:20080008 is not listed on IDEAS anymore

• Jan G. De Gooijer & Ao Yuan, 2008. "MDL Mean Function Selection in Semiparametric Kernel Regression Models," Tinbergen Institute Discussion Papers 08-046/4, Tinbergen Institute.
• Fanelli, Luca & Paruolo, Paolo, 2007. "Speed of Adjustment in Cointegrated Systems," MPRA Paper 9174, University Library of Munich, Germany.
• Pötscher, Benedikt M. & Schneider, Ulrike, 2008. "Confidence sets based on penalized maximum likelihood estimators," MPRA Paper 9062, University Library of Munich, Germany.
• Dimitris K. Christopoulos & Miguel Leon-Ledesma, 2008. "Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model," Studies in Economics 0802, School of Economics, University of Kent.
• Koji Miyawaki & Yasuihro Omori & Akira Hibiki, 2008. "Bayesian Estimation of Demand Functions under Block Rate Pricing," CIRJE F-Series CIRJE-F-568, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:dgr:uvatin:20080032 is not listed on IDEAS anymore

• Charles S. Bos, 2008. "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers 08-011/4, Tinbergen Institute.
• Item repec:cty:dpaper:0809 is not listed on IDEAS anymore

• Pesaran, M.H. & Zaffaroni, P., 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics 0813, Faculty of Economics, University of Cambridge.
• Kiani, Mehdi & Panaretos, John & Psarakis, Stelios, 2008. "A New Procedure to Monitor the Mean of a Quality Characteristic," MPRA Paper 9066, University Library of Munich, Germany.
• Sella Lisa, 2008. "Old and New Spectral Techniques for Economic Time Series," Department of Economics and Statistics Cognetti de Martiis. Working Papers 200809, University of Turin.
• Karim Barhoumi & Szilard Benk & Riccardo Cristadoro & Ard Den Reijer & Audrone Jakaitiene & Piotr Jelonek & António Rua & Gerhard Rünstler & Karsten Ruth & Christophe Van Nieuwenhuyze, 2008. "Short-term forecasting of GDP using large monthly datasets - a pseudo real-time forecast evaluation exercise," Occasional Paper Series 84, European Central Bank.
• Item repec:hal:papers:hal-00287463_v1 is not listed on IDEAS anymore

• Jaromír Beneš & Andrew Binning & Kirdan Lees, 2008. "Incorporating judgement with DSGE models," Reserve Bank of New Zealand Discussion Paper Series DP2008/10, Reserve Bank of New Zealand.
• Thomas Lux, 2008. "Rational Forecasts or Social Opinion Dynamics? Identification of Interaction Effects in a Business Climate Survey," Kiel Working Papers 1424, Kiel Institute for the World Economy.
• Jan Rouwendal & Arianne de Blaeij & Piet Rietveld & Erik Verhoef, 2008. "The Information Content of a Stated Choice Experiment," Tinbergen Institute Discussion Papers 08-053/3, Tinbergen Institute.
• Item repec:dgr:kubcen:200854 is not listed on IDEAS anymore