Report NEP-ECM-2002-06-13

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Other reports in NEP-ECM

The following items were anounced in this report:

• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Marco J. Lombardi & Giampiero M. Gallo, 2002. "Analytic Hessian Matrices and the Computation of FIGARCH Estimates," Econometrics Working Papers Archive wp2002_03, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
• Rajaguru GULASEKARAN & Tilak ABEYSINGHE, 2002. "The Distortionary Effects Of Temporal Aggregation On Granger Causality," Departmental Working Papers wp0204, National University of Singapore, Department of Economics. [Downloadable!]
• Gallant, A. Ronald & Tauchen, George, 2002. "Simulated Score Methods and Indirect Inference for Continuous-time Models," Working Papers 02-09, Duke University, Department of Economics. [Downloadable!]
• Goeij, P. de & Marquering, W.A., 2002. "Modeling the Conditional Covariance between Stock and Bond Returns," Research Paper ERS-2002-11-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
• Andrew Harvey, 2002. "Trends, Cycles and Convergence," Working Papers Central Bank of Chile 155, Central Bank of Chile. [Downloadable!]
• Josu Arteche, 2002. "Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models," BILTOKI 200202, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
• Yacine Ait-Sahalia, 2002. "Closed-Form Likelihood Expansions for Multivariate Diffusions," NBER Working Papers 8956, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Pavel Cizek, 2002. "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Econometrics 0203003, EconWPA. [Downloadable!]
• G.E. Bijwaard, 2002. "Instrumental Variable Estimation for Duration Data: A Reappraisal of the Illinois Reemployment Bonus Experiment," Econometrics 0204001, EconWPA. [Downloadable!]
• David E. A. Giles, 2002. "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers 0203, Department of Economics, University of Victoria. [Downloadable!]
• Markus Froelich, 2002. "A generalization of the balancing property of the propensity score," University of St. Gallen Department of Economics working paper series 2002 2002-08, Department of Economics, University of St. Gallen. [Downloadable!]
• Bo E. Honore, 2002. "Non-linear models with panel data," CeMMAP working papers CWP13/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Andrew Chesher, 2002. "Local identification in nonseparable models," CeMMAP working papers CWP05/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Dietmar Bauer & Martin Wagner, 2002. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0204, Universitaet Bern, Departement Volkswirtschaft.
• Steve Bond, 2002. "Dynamic panel data models: a guide to microdata methods and practice," CeMMAP working papers CWP09/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Ramses H. ABUL NAGA, 2002. "A Test for Correlation between Signal and Noise within the Errors in Variables Model," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 02.08, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
• Ruth Miquel, 2002. "Identification of Dynamic Treatment Effects by Instrumental Variables," University of St. Gallen Department of Economics working paper series 2002 2002-11, Department of Economics, University of St. Gallen. [Downloadable!]
• Asad Zaman, 2002. "The Inconsistency of the Breusch-Pagan Test," Econometrics 0205001, EconWPA. [Downloadable!]
• Arthur Lewbel, 2002. "Ordered Response Threshold Estimation," Boston College Working Papers in Economics 535, Boston College Department of Economics, revised 29 Oct 2003. [Downloadable!]
• Nikolaus A. Siegfried, 2002. "An information-theoretic extension to structural VAR modelling," Econometrics 0203005, EconWPA. [Downloadable!]
• Xiaohong Chen & Oliver Linton & Ingred Van Keilegom, 2002. "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers CWP02/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Markus Froelich, 2002. "What is the value of knowing the propensity score for estimating average treatment effects?," University of St. Gallen Department of Economics working paper series 2002 2002-06, Department of Economics, University of St. Gallen. [Downloadable!]
• Pavel Cizek, 2002. "Robust Estimation with Discrete Explanatory Variables," Econometrics 0203001, EconWPA. [Downloadable!]

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