Report NEP-ECM-2007-07-13This 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:
- Taro Kanatani, 2007. "Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations," KIER Working Papers 634, Kyoto University, Institute of Economic Research.
- Herwartz, Helmut & Xu, Fang, 2007. "A new approach to bootstrap inference in functional coefficient models," Economics Working Papers 2007,15, Christian-Albrechts-University of Kiel, Department of Economics.
- Fosgerau, Mogens & Nielsen, Søren Feodor, 2007. "Deconvoluting preferences and errors: a model for binomial panel data," MPRA Paper 3950, University Library of Munich, Germany.
- Giuseppe De Luca & Franco Peracchi, 2007. "A sample selection model for unit and item nonresponse in cross-sectional surveys," CEIS Research Paper 95, Tor Vergata University, CEIS.
- Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda, 2007. "Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing," MPRA Paper 3938, University Library of Munich, Germany.
- Francesco Bartolucci & Valentina Nigro, 2007. "Maximum likelihood estimation of an extended latent markov model for clustered binary panel data," CEIS Research Paper 96, Tor Vergata University, CEIS.
- Tommaso Proietti, 2007. "Band Spectral Estimation for Signal Extraction," CEIS Research Paper 104, Tor Vergata University, CEIS.
- Ghorbel, Ahmed & Trabelsi, Abdelwahed, 2007. "Predictive Performance of Conditional Extreme Value Theory and Conventional Methods in Value at Risk Estimation," MPRA Paper 3963, University Library of Munich, Germany.
- Gianluca Cubadda, 2007. "A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series," CEIS Research Paper 102, Tor Vergata University, CEIS.
- Nadine Chlass & Jens J. Krueger, 2007. "Small Sample Properties of the Wilcoxon Signed Rank Test with Discontinuous and Dependent Observations," Jena Economic Research Papers 2007-032, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics.
- Item repec:acb:camaaa:2007-12 is not listed on IDEAS anymore
- Francesco Bartolucci† & Valentina Nigro, 2007. "A dynamic model for binary panel data with unobserved heterogeneity admitting a Vn-consistent conditional estimator," CEIS Research Paper 97, Tor Vergata University, CEIS.
- Marco Avarucci & Domenico Marinucci, 2007. "Polynomial Cointegration between Stationary Processes with Long Memory," CEIS Research Paper 99, Tor Vergata University, CEIS.
- Fosgerau, Mogens & Hjort, Katrine & Vincent Lyk-Jensen, Stéphanie, 2007. "An approach to the estimation of the distribution of marginal valuations from discrete choice data," MPRA Paper 3907, University Library of Munich, Germany.
- Fosgerau, Mogens & Bierlaire, Michel, 2007. "Circumventing the problem of the scale: discrete choice models with multiplicative error terms," MPRA Paper 3901, University Library of Munich, Germany.
- Item repec:hal:papers:halshs-00159842 is not listed on IDEAS anymore
- Tommaso Proietti & Cecilia Frale, 2007. "New proposals for the quantification of qualitative survey data," CEIS Research Paper 98, Tor Vergata University, CEIS.
- Kowal, Pawel, 2007. "Higher order approximations of stochastic rational expectations models," MPRA Paper 3913, University Library of Munich, Germany.