Report NEP-ECM-2009-07-11

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:

• Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2009. "Forecasting with Spatial Panel Data," IZA Discussion Papers 4242, Institute of Labor Economics (IZA).
• Alain Guay & Emmanuel Guerre & Štěpána Lazarová, 2009. "Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients," Working Papers 645, Queen Mary University of London, School of Economics and Finance.
• Gunnar Bardsen & Helmut Luetkepohl, 2009. "Forecasting Levels of log Variables in Vector Autoregressions," Economics Working Papers ECO2009/24, European University Institute.
• Kevin E. Staub & Rainer Winkelmann, 2009. "Consistent estimation of zero-inflated count models," SOI - Working Papers 0908, Socioeconomic Institute - University of Zurich, revised Aug 2011.
• Aguirregabiria, Victor, 2009. "Econometric Issues and Methods in the Estimation of Production Functions," MPRA Paper 15973, University Library of Munich, Germany.
• Yoshitsugu Kitazawa, 2009. "Equidispersion and moment conditions for count panel data model," Discussion Papers 33, Kyushu Sangyo University, Faculty of Economics.
• Aguirregabiria, Victor, 2009. "Some Notes on Sample Selection Models," MPRA Paper 15974, University Library of Munich, Germany.
• Jouchi Nakajima & Munehisa Kasuya & Toshiaki Watanabe, 2009. "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series gd09-072, Institute of Economic Research, Hitotsubashi University.
• Yoshitsugu Kitazawa, 2009. "A negative binomial model and moment conditions for count panel data," Discussion Papers 34, Kyushu Sangyo University, Faculty of Economics.
• Igor Masten & Massimiliano Marcellino & Anindya Banerjeey, 2009. "Forecasting with Factor-augmented Error Correction Models," RSCAS Working Papers 2009/32, European University Institute.
• Hirano, Keisuke & Porter, Jack, 2009. "Impossibility Results for Nondifferentiable Functionals," MPRA Paper 15990, University Library of Munich, Germany.
• Jesús Crespo-Cuaresma & Martin Feldkircher, 2009. "Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe," Working Papers 2009-17, Faculty of Economics and Statistics, Universität Innsbruck.
• Pérez-Quirós, Gabriel & Camacho, Máximo, 2009. "Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth," CEPR Discussion Papers 7343, C.E.P.R. Discussion Papers.
• Bent Jesper Christensen & Jie Zhu & Morten Ø. Nielsen, 2009. "Long Memory In Stock Market Volatility And The Volatility-in-mean Effect: The Fiegarch-m Model," Working Paper 1207, Economics Department, Queen's University.
• Vikström, Johan, 2009. "Cluster sample inference using sensitivity analysis: the case with few groups," Working Paper Series 2009:15, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Jeremy T. Fox & Amit Gandhi, 2009. "Identifying Heterogeneity in Economic Choice Models," NBER Working Papers 15147, National Bureau of Economic Research, Inc.
• Takamitsu Kurita & Heino Bohn Nielsen & Anders Rahbek, 2009. "An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application," CREATES Research Papers 2009-28, Department of Economics and Business Economics, Aarhus University.
• Daniel Lehmann, 2009. "Foundations of Non-Commutative Probability Theory," Discussion Paper Series dp514, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Todd E. Clark, 2009. "Real-time density forecasts from VARs with stochastic volatility," Research Working Paper RWP 09-08, Federal Reserve Bank of Kansas City.
• Sören Lindner & Sonja Peterson & Wilhelm Windhorst, 2009. "An Economic and Environmental Assessment of Carbon Capture and Storage (CCS) Power Plants – A Case Study for the City of Kiel," Kiel Working Papers 1527, Kiel Institute for the World Economy.
• Angel Bujosa Bestard & Antoni Riera Font & Robert L. Hicks, 2009. "Combining discrete and continuous representations of preference heterogeneity: a latent class approach," CRE Working Papers (Documents de treball del CRE) 2009/2, Centre de Recerca Econòmica (UIB ·"Sa Nostra").
• Fabienne Féménia & Alexandre Gohin, 2009. "Estimating censored and non homothetic demand systems: the generalized maximum entropy approach," Working Papers SMART 09-12, INRAE UMR SMART.
• Dimitris Korompilis, 2009. "Assessing the Transmission of Monetary Policy Shocks Using Dynamic Factor Models," Working Papers 0914, University of Strathclyde Business School, Department of Economics.
• Item repec:fip:fedlwp:2009-25 is not listed on IDEAS anymore

• Martin M. Andreasen, 2009. "Stochastic Volatility and DSGE Models," CREATES Research Papers 2009-29, Department of Economics and Business Economics, Aarhus University.