Report NEP-ECM-2009-02-07

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:

• Chudik, Alexander & Pesaran, Hashem, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 0998, European Central Bank.
• Chen, Xiaohong & Pouzo, Demian, 2008. "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers 38, Yale University, Department of Economics.
• Chen, Xiaohong & Hong, Han & Tarozzi, Alessandro, 2008. "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," Working Papers 42, Yale University, Department of Economics.
• Nielsen, Morten, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers 08-05, Cornell University, Center for Analytic Economics.
• Chen, Xiaohong & Pouzo, Demian, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers 47, Yale University, Department of Economics.
• Item repec:ecl:ucdeco:08-5 is not listed on IDEAS anymore

• Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009. "Adaptive Experimental Design Using the Propensity Score," Working Papers 969, Economic Growth Center, Yale University.
• Jing, Li, 2009. "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper 13086, University Library of Munich, Germany.
• James J. Heckman & Sergio Urzua, 2009. "Comparing IV With Structural Models: What Simple IV Can and Cannot Identify," NBER Working Papers 14706, National Bureau of Economic Research, Inc.
• Wagner Piazza Gaglianone & João Victor Issler, 2008. "An Econometric Contribution to the Intertemporal Approach of the Current Account," Working Papers Series 178, Central Bank of Brazil, Research Department.
• Item repec:esx:essedp:664 is not listed on IDEAS anymore

• Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2008. "Nonlinearity and Temporal Dependence," Working Papers 48, Yale University, Department of Economics.
• Jian Wang & Jason J. Wu, 2009. "The Taylor rule and forecast intervals for exchange rates," International Finance Discussion Papers 963, Board of Governors of the Federal Reserve System (U.S.).
• Ait-Sahalia, Yacine & Kimmel, Robert L., 2008. "Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions," Working Paper Series 2008-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Item repec:ecb:ecbwps:200901001 is not listed on IDEAS anymore

• Kiefer, Nicholas M. & Racine, Jeffrey S., 2008. "The Smooth Colonel Meets the Reverend," Working Papers 08-01, Cornell University, Center for Analytic Economics.
• Benjamin Jourdain & Mohamed Sbai, 2008. "Coupling Index and Stocks," Working Papers hal-00350652, HAL.
• Martellosio, Federico, 2008. "Some correlation properties of spatial autoregressions," MPRA Paper 13141, University Library of Munich, Germany.
• Kiefer, Nicholas M., 2008. "Default Estimation, Correlated Defaults, and Expert Information," Working Papers 08-02, Cornell University, Center for Analytic Economics.