Report NEP-ECM-2001-12-26

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:

• Lyhagen, Johan, 2001, "A method to generate multivariate data with moments arbitrary close to the desired moments," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 481, Dec.
• Jushan Bai & Serena Ng, 2001, "A PANIC Attack on Unit Roots and Cointegration," Boston College Working Papers in Economics, Boston College Department of Economics, number 519, Dec.
• Stephen Bond & Frank Windmeijer, 2001, "Projection estimators for autoregressive panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/01, Dec.
• Andrew Chesher & Christian Schluter, 2001, "Welfare measurement and measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/01, Apr.
• Andrew Chesher, 2001, "Exogenous impact and conditional quantile functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/01, Aug.
• Jushan Bai & Serena Ng, 2001, "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Boston College Working Papers in Economics, Boston College Department of Economics, number 518, Oct.
• Richard Blundell & James L. Powell, 2001, "Endogeneity in nonparametric and semiparametric regression models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/01, Nov.
• Arthur Lewbel & Oliver Linton & Daniel McFadden, 2001, "Estimating features of a distribution from binomial data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/01, Dec.
• Fuchun Li & Greg Tkacz, 2001, "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Staff Working Papers, Bank of Canada, number 01-12, DOI: 10.34989/swp-2001-12.
• Marc-André Gosselin & Greg Tkacz, 2001, "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Staff Working Papers, Bank of Canada, number 01-18, DOI: 10.34989/swp-2001-18.
• Andrew Chesher, 2001, "Parameter approximations for quantile regressions with measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/01, Jul.
• Fuchun Li & Greg Tkacz, 2001, "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Staff Working Papers, Bank of Canada, number 01-21, DOI: 10.34989/swp-2001-21.
• Item repec:fth:jonhop:459 is not listed on IDEAS anymore

• Hidehiko Ichimura & Oliver Linton, 2001, "Asymptotic expansions for some semiparametric program evaluation estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/01, Sep.