Report NEP-ECM-2005-06-05This 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.
The following items were announced in this report:
- José A. Hernández, 2005. "A note on the asymptotic efficiency of the restricted estimation," Documentos de trabajo conjunto ULL-ULPGC 2005-01, Facultad de Ciencias Económicas de la ULPGC.
- Nikolaev, V. & Lent, L.A.G.M. van, 2005. "The Endogeneity Bias in the Relation Between Cost-of-Debt Capital and Corporate Disclosure Policy," Discussion Paper 2005-67, Tilburg University, Center for Economic Research.
- Åslund, Olof & Nordström Skans, Oskar, 2005. "Measuring conditional segregation: methods and empirical examples," Working Paper Series 2005:12, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Giovanni Forchini, 2005. "On the Bimodality of the Exact Distribution of the TSLS Estimator," Monash Econometrics and Business Statistics Working Papers 14/05, Monash University, Department of Econometrics and Business Statistics.
- D. S. Poskitt & C. L. Skeels, 2004. "Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model," Monash Econometrics and Business Statistics Working Papers 29/04, Monash University, Department of Econometrics and Business Statistics.
- Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
- Yacine Ait-Sahalia & Per A. Mykland & Lan Zhang, 2005. "Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise," NBER Working Papers 11380, National Bureau of Economic Research, Inc.
- Stephen E. Haynes, 2005. "The Empirical Trap of Sign Reversals with Equality Restrictions," University of Oregon Economics Department Working Papers 2005-8, University of Oregon Economics Department.
- Javier Hualde, 2005. "Unbalanced Cointegration," Faculty Working Papers 06/05, School of Economics and Business Administration, University of Navarra.
- Juan Carlos Escanciano, 2005. "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers 07/05, School of Economics and Business Administration, University of Navarra.
- Posch Peter N. & Loeffler Gunter & Schoene Christiane, 2005. "Bayesian Methods for Improving Credit Scoring Models," Finance 0505024, EconWPA.
- Joseph P. Romano & Michael Wolf, . "Control of Generalized Error Rates in Multiple Testing," IEW - Working Papers 245, Institute for Empirical Research in Economics - University of Zurich.
- John C. Whitehead, 2005. "Improving Willingness to Pay Estimates for Quality Improvements through Joint Estimation with Quality Perceptions," Working Papers 05-09, Department of Economics, Appalachian State University.