Report NEP-ECM-2009-07-28

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:rim:rimwps:wp30_09 is not listed on IDEAS anymore

• Item repec:rim:rimwps:wp23_09 is not listed on IDEAS anymore

• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers 1714, Cowles Foundation for Research in Economics, Yale University.
• Item repec:rim:rimwps:wp22_09 is not listed on IDEAS anymore

• Moscone, Francesco & Tosetti, Elisa, 2009. "GMM estimation of spatial panels," MPRA Paper 16327, University Library of Munich, Germany.
• Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation for Research in Economics, Yale University.
• Yuriy Gorodnichenko & Serena Ng, 2009. "Estimation of DSGE Models When the Data are Persistent," NBER Working Papers 15187, National Bureau of Economic Research, Inc.
• Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," OFRC Working Papers Series 2009fe02, Oxford Financial Research Centre.
• Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge.
• Item repec:dgr:eureir:1765016216 is not listed on IDEAS anymore

• Thomas Lux & Leonardo Morales-Arias, 2009. "Forecasting Volatility under Fractality, Regime-Switching, Long Memory and Student-t Innovations," Kiel Working Papers 1532, Kiel Institute for the World Economy.
• Eva Poen, 2009. "The Tobit model with feedback and random effects: A Monte-Carlo study," Discussion Papers 2009-14, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
• Xun Tang, 2009. "Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes," PIER Working Paper Archive 09-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Item repec:rim:rimwps:wp34_09 is not listed on IDEAS anymore

• Xun Tang, 2009. "Estimating Simultaneous Games with Incomplete Information under Median Restrictions," PIER Working Paper Archive 09-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Sydney C. Ludvigson & Serena Ng, 2009. "A Factor Analysis of Bond Risk Premia," NBER Working Papers 15188, National Bureau of Economic Research, Inc.
• Narayan, Paresh Kumar & Popp, Stephan, 2009. "A nonlinear approach to testing the unit root null hypothesis: an application to international health expenditures," Working Papers eco_2009_10, Deakin University, Department of Economics.
• Item repec:rim:rimwps:wp27_09 is not listed on IDEAS anymore

• James J. Heckman & Petra E. Todd, 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," NBER Working Papers 15179, National Bureau of Economic Research, Inc.
• Vasyl Golosnoy & Jens Hogrefe, 2009. "Sequential Methodology for Signaling Business Cycle Turning Points," Kiel Working Papers 1528, Kiel Institute for the World Economy.
• Georgios Bampinas & Konstantinos Ladopoulos & Theodore Panagiotidis, 2017. "A note on the estimated GARCH coefficients from the S&P1500 universe," Working Paper series 17-09, Rimini Centre for Economic Analysis.
• T. Demuynck, 2009. "An (almost) unbiased estimator for the S-Gini index," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/569, Ghent University, Faculty of Economics and Business Administration.
• Item repec:rim:rimwps:wp19_09 is not listed on IDEAS anymore

• Eric Gautier & Yuichi Kitamura, 2011. "Nonparametric estimation in random coefficients binary choice models," Working Papers hal-00403939, HAL.
• Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," Economics Discussion Paper Series 0912, Economics, The University of Manchester.
• Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009. "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Post-Print halshs-00404386, HAL.
• Duarte, André Luís de C. Moura & DiSerio, Luiz Carlos & Brito, Luiz Artur L., 2009. "Operational Practices and Performance: An Empirical Analysis of Brazilian Manufacturing Companies," Insper Working Papers wpe_172, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.