Report NEP-ECM-2009-05-09

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:

• Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman, 2009. "Principal Components and Long Run Implications of Multivariate Diffusions," Cowles Foundation Discussion Papers 1694, Cowles Foundation for Research in Economics, Yale University.
• Motoyama, Hitoshi & 元山, 斉 & Takahashi, Hajime & 高橋, 一, 2005. "Smoothed Versions of Statistical Functionals from a Finite Population," Discussion Papers 2005-05, Graduate School of Economics, Hitotsubashi University.
• Kokholm, Thomas & Nicolato, Elisa, 2009. "Sato Processes in Default Modeling," Finance Research Group Working Papers F-2009-01, University of Aarhus, Aarhus School of Business, Department of Business Studies.
• Belomestny, Denis & Kolodko, Anastasia & Schoenmakers, John G. M., 2009. "Regression methods for stochastic control problems and their convergence analysis," SFB 649 Discussion Papers 2009-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Chauvet, Marcelle & Senyuz, Zeynep, 2008. "A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles," MPRA Paper 15076, University Library of Munich, Germany, revised Apr 2009.
• Torrado Robles, Nuria, 2009. "On the Conjecture of Kochar and Korwar," DES - Working Papers. Statistics and Econometrics. WS ws092108, Universidad Carlos III de Madrid. Departamento de Estadística.
• Paredes - Araya, Dusan, 2009. "A Methodology to Compute Regional Housing Index Price using Matching Estimator Methods," MPRA Paper 15016, University Library of Munich, Germany, revised 04 May 2009.
• Item repec:ecb:ecbwps:200901044 is not listed on IDEAS anymore

• Astrid Cullmann, 2009. "Benchmarking and Firm Heterogeneity in Electricity Distribution: A Latent Class Analysis of Germany," Discussion Papers of DIW Berlin 881, DIW Berlin, German Institute for Economic Research.
• Kerstin Bernoth & Andreas Pick, 2009. "Forecasting the Fragility of the Banking and Insurance Sector," Discussion Papers of DIW Berlin 882, DIW Berlin, German Institute for Economic Research.
• Holinski, N. & Vermeulen, R., 2009. "The international wealth effect : a global error-correcting analysis," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).