Report NEP-ECM-2009-11-27

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:

• Richard Anton Braun & Huiyu Li & John Stachurski, 2009. "Computing Densities: A Conditional Monte Carlo Estimator," CIRJE F-Series CIRJE-F-678, CIRJE, Faculty of Economics, University of Tokyo.
• Kilian, Lutz & Inoue, Atsushi & Guerron-Quintana, Pablo A., 2009. "Frequentist Inference in Weakly Identified DSGE Models," CEPR Discussion Papers 7447, C.E.P.R. Discussion Papers.
• Victoria Zinde-Walsh, 2009. "Errors-In-Variables Models: A Generalized Functions Approach," Departmental Working Papers 2009-09, McGill University, Department of Economics.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009. "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers 7446, C.E.P.R. Discussion Papers.
• Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter, 2009. "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," IMES Discussion Paper Series 09-E-32, Institute for Monetary and Economic Studies, Bank of Japan.
• James J. Heckman & Daniel Schmierer, 2009. "Testing the Correlated Random Coefficient Model," Working Papers 200937, Geary Institute, University College Dublin.
• Michael McAleer & Marcelo C. Medeiros, 2009. "Forecasting Realized Volatility with Linear and Nonlinear Models," CIRJE F-Series CIRJE-F-686, CIRJE, Faculty of Economics, University of Tokyo.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009. "The 'Puzzles' Methodology: en route to Indirect Inference?," CEPR Discussion Papers 7539, C.E.P.R. Discussion Papers.
• Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009. "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," NBER Working Papers 15533, National Bureau of Economic Research, Inc.
• Mogstad, Magne & Wiswall, Matthew, 2009. "How Much Should We Trust Linear Instrumental Variables Estimators? An Application to Family Size and Children's Education," IZA Discussion Papers 4562, Institute of Labor Economics (IZA).
• Daniel L. Millimet & Rusty Tchernis, 2009. "Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program," NBER Working Papers 15539, National Bureau of Economic Research, Inc.
• Giannone, Domenico & D’Agostino, Antonello & Gambetti, Luca, 2009. "Macroeconomic Forecasting and Structural Change," CEPR Discussion Papers 7542, C.E.P.R. Discussion Papers.
• Rafael S. Calsaverini & Renato Vicente, 2009. "An information theoretic approach to statistical dependence: copula information," Papers 0911.4207, arXiv.org.
• Kristoffer Nimark, 2009. "A low dimensional Kalman filter for systems with lagged observables," Economics Working Papers 1182, Department of Economics and Business, Universitat Pompeu Fabra.
• Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," Economics Discussion Paper Series 0921, Economics, The University of Manchester.
• Miravete, Eugenio, 2009. "Multivariate Sarmanov Count Data Models," CEPR Discussion Papers 7463, C.E.P.R. Discussion Papers.
• Carlos A. Flores & Oscar A. Mitnik, 2009. "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers 2010-10, University of Miami, Department of Economics.
• Schumacher, Christian & Marcellino, Massimiliano & Kuzin, Vladimir, 2009. "MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the Euro Area," CEPR Discussion Papers 7445, C.E.P.R. Discussion Papers.
• Kreider, Brent & Pepper, John V. & Gundersen, Craig & Jolliffe, Dean, 2012. "Identifying the Effects of SNAP (Food Stamps) on Child Health Outcomes When Participation is Endogenous and Misreported," Staff General Research Papers Archive 13124, Iowa State University, Department of Economics.
• Brülhart, Marius & Schmidheiny, Kurt, 2009. "On the Equivalence of Location Choice Models: Conditional Logit, Nested Logit and Poisson," CEPR Discussion Papers 7379, C.E.P.R. Discussion Papers.
• Adrian Dobra & Theo S. Eicher & Alexander Lenkoski, 2009. "Modeling uncertainty in macroeconomic growth determinants using Gaussian graphical models," Working Papers UWEC-2009-14-P, University of Washington, Department of Economics.
• Fafchamps, Marcel & Comola, Margherita, 2009. "Testing Unilateral and Bilateral Link Formation," CEPR Discussion Papers 7406, C.E.P.R. Discussion Papers.
• Bacchetta, Philippe & van Wincoop, Eric & Beutler, Toni, 2009. "Can Parameter Instability Explain the Meese-Rogoff Puzzle?," CEPR Discussion Papers 7383, C.E.P.R. Discussion Papers.
• Minford, Patrick & Wickens, Michael R. & Le, Vo Phuong Mai, 2009. "How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference," CEPR Discussion Papers 7537, C.E.P.R. Discussion Papers.