NEP-ECM-2002-10-18

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2002-10-18

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 anounced in this report:

Joel Horowitz & Enno Mammen, 2002. "Nonparametric estimation of an additive model with a link function," CeMMAP working papers CWP19/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers 1376, Cowles Foundation, Yale University. [Downloadable!]
Todd E. Clark & Michael W. McCracken, 2002. "Forecast-based model selection in the presence of structural breaks," Research Working Paper RWP 02-05, Federal Reserve Bank of Kansas City. [Downloadable!]
D. Fok & R. Paap & P.H. Franses, 2002. "Modeling dynamic effects of promotion on interpurchase times," Econometric Institute Report 289, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
C.M. Hafner & H. Herwartz, 2002. "Testing for vector autoregressive dynamics under heteroskedasticity," Econometric Institute Report 288, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Simon van Norden, 2002. "Filtering for Current Analysis," Working Papers 02-28, Bank of Canada. [Downloadable!]
Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers 1375, Cowles Foundation, Yale University. [Downloadable!]
Shakeeb Khan & Elie Tamer, 2002. "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers 495, University of Rochester - Center for Economic Research (RCER). [Downloadable!]
Timo Kuosmanen, 2002. "Modeling Blank Data Entries in Data Envelopment Analysis," Econometrics 0210001, EconWPA. [Downloadable!]
Donald W.K. Andrews & Offer Lieberman, 2002. "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers 1378, Cowles Foundation, Yale University. [Downloadable!]
Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

This page was last updated on 2009-11-29.

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