Report NEP-ECM-2009-11-14

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:

• Molina, Isabel & Rao, J.N.K., 2009. "Small area estimation on poverty indicators," DES - Working Papers. Statistics and Econometrics. WS ws091505, Universidad Carlos III de Madrid. Departamento de Estadística.
• Marmer, Vadim, 2009. "Testing the null hypothesis of no regime switching with an application to GDP growth rates," Microeconomics.ca working papers vadim_marmer-2009-59, Vancouver School of Economics, revised 03 Nov 2009.
• Valentina Corradi & Norman R. Swanson, 2009. "Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models," Working Papers 09-29, Federal Reserve Bank of Philadelphia.
• Item repec:ran:wpaper:710 is not listed on IDEAS anymore

• Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009. "The ‘Puzzles’ Methodology: En Route to Indirect Inference?," CDMA Conference Paper Series 0903, Centre for Dynamic Macroeconomic Analysis.
• Item repec:ecl:ucdeco:09-9 is not listed on IDEAS anymore

• Marmer, Vadim, 2009. "Nonlinearity, Nonstationarity, and Spurious Forecasts," Microeconomics.ca working papers vadim_marmer-2009-60, Vancouver School of Economics, revised 03 Nov 2009.
• Bijwaard, Govert & Ridder, Geert, 2009. "A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model," IZA Discussion Papers 4543, Institute of Labor Economics (IZA).
• Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper series 34_09, Rimini Centre for Economic Analysis.
• Andersson, Jonas & Møen, Jarle, 2009. "A simple improvement of the IV estimator for the classical errors-in-variables problem," Discussion Papers 2009/10, Norwegian School of Economics, Department of Business and Management Science.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009. "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche 0948, CIRPEE.
• Xin Jin & John M Maheu, 2009. "Modelling Realized Covariances," Working Papers tecipa-382, University of Toronto, Department of Economics.
• Öller, L-E & Stockhammar, P, 2009. "On the Probability Distribution of Economic Growth," MPRA Paper 18581, University Library of Munich, Germany.
• Markus Jochmann, 2009. "What Belongs Where? Variable Selection for Zero-Inflated Count Models with an Application to the Demand for Health Care," Working Papers 0923, University of Strathclyde Business School, Department of Economics.
• Öller, L-E & Stockhammar, P, 2009. "Density forecasting of the Dow Jones share index," MPRA Paper 18582, University Library of Munich, Germany.
• Andres Fernandez & Norman R. Swanson, 2009. "Real-time datasets really do make a difference: definitional change, data release, and forecasting," Working Papers 09-28, Federal Reserve Bank of Philadelphia.
• Domenico Giannone & Lucrezia Reichlin & Saverio Simonelli, 2009. "Nowcasting Euro Area Economic Activity in Real-Time: The Role of Confidence Indicators," CSEF Working Papers 240, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Blaskowitz, Oliver J. & Herwartz, Helmut, 2009. "On economic evaluation of directional forecasts," SFB 649 Discussion Papers 2009-052, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Di Novi, Cinzia, 2009. "Sample selection correction in panel data models when selectivity is due to two sources," POLIS Working Papers 137, Institute of Public Policy and Public Choice - POLIS.
• Stéphane Auray & Aurélien Eyquem & Frédéric Jouneau-Sion, 2009. "Extremal behavior of aggregated economic processes in a structural growth model," Cahiers de recherche 09-17, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, revised 10 Mar 2010.
• Antonio Merlo & Xun Tang, 2009. "Identification of Stochastic Sequential Bargaining Models," PIER Working Paper Archive 09-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Bo E. Honoré & Aureo de Paula, 2009. ""Interdependent Durations" Third Version," PIER Working Paper Archive 09-039, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Feb 2008.
• Masato Ubukata, 2009. "Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market," Discussion Papers in Economics and Business 09-30, Osaka University, Graduate School of Economics.
• van de Velden, M. & Takane, Y., 2009. "Generalized canonical correlation analysis with missing values," Econometric Institute Research Papers EI 2009-28, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Cathy Ning & Dinghai Xu & Tony Wirjanto, 2009. "Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data," Working Papers 006, Toronto Metropolitan University, Department of Economics.
• Schluter, Christian & Wahba, Jackline, 2009. "Illegal Migration, Wages, and Remittances: Semi-Parametric Estimation of Illegality Effects," IZA Discussion Papers 4527, Institute of Labor Economics (IZA).
• Laurens CHERCHYE & Thomas DEMUYNCK & Bram DE ROCK, 2009. "Testable implications of general equilibrium models: an integer programming approach," Working Papers of Department of Economics, Leuven ces09.14, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
• Kurt Schmidheiny & Marius Brülhart, 2009. "On the equivalence of location choice models: conditional logit, nested logit and poisson," Working Papers 2009/14, Institut d'Economia de Barcelona (IEB).
• Moore, Rebecca & Bishop, Richard C. & Provencher, Bill & Champ, Patricia, 2009. "Accounting for Respondent Uncertainty to Improve Willingness-to-Pay Estimates," Staff Paper Series 537, University of Wisconsin, Agricultural and Applied Economics.