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Report NEP-ECM-2002-06-13
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002, "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/02, Dec.
- Marco J. Lombardi & Giampiero M. Gallo, 2002, "Analytic Hessian Matrices and the Computation of FIGARCH Estimates," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2002_03, Feb.
- Item repec:nus:nusewp:wp0204 is not listed on IDEAS anymore
- Gallant, A. Ronald & Tauchen, George, 2002, "Simulated Score Methods and Indirect Inference for Continuous-time Models," Working Papers, Duke University, Department of Economics, number 02-09.
- Item repec:dgr:eureri:2002156 is not listed on IDEAS anymore
- Andrew Harvey, 2002, "Trends, Cycles and Convergence," Working Papers Central Bank of Chile, Central Bank of Chile, number 155, May.
- Item repec:ehu:biltok:200202 is not listed on IDEAS anymore
- Yacine Ait-Sahalia, 2002, "Closed-Form Likelihood Expansions for Multivariate Diffusions," NBER Working Papers, National Bureau of Economic Research, Inc, number 8956, May.
- Pavel Cizek, 2002, "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Econometrics, University Library of Munich, Germany, number 0203003, Mar.
- G.E. Bijwaard, 2002, "Instrumental Variable Estimation for Duration Data: A Reappraisal of the Illinois Reemployment Bonus Experiment," Econometrics, University Library of Munich, Germany, number 0204001, Apr.
- David E. A. Giles, 2002, "On the Futility of Testing the Error Term Assumptions in a Spurious Regression," Econometrics Working Papers, Department of Economics, University of Victoria, number 0203, May.
- Markus Froelich, 2002, "A generalization of the balancing property of the propensity score," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-08, Apr.
- Bo E. Honoré, 2002, "Non-linear models with panel data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/02, Jul.
- Andrew Chesher, 2002, "Local identification in nonseparable models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/02, Mar.
- Dietmar Bauer & Martin Wagner, 2002, "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0204, May.
- Stephen Bond, 2002, "Dynamic panel data models: a guide to microdata methods and practice," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/02, Apr.
- 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'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 02.08, Apr.
- Ruth Miquel, 2002, "Identification of Dynamic Treatment Effects by Instrumental Variables," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-11, May.
- Asad Zaman, 2002, "The Inconsistency of the Breusch-Pagan Test," Econometrics, University Library of Munich, Germany, number 0205001, May.
- Arthur Lewbel, 2002, "Ordered Response Threshold Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 535, Jun, revised 29 Oct 2003.
- Nikolaus A. Siegfried, 2002, "An information-theoretic extension to structural VAR modelling," Econometrics, University Library of Munich, Germany, number 0203005, Mar.
- Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002, "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/02, Nov.
- 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, Department of Economics, University of St. Gallen, number 2002-06, Apr.
- Pavel Cizek, 2002, "Robust Estimation with Discrete Explanatory Variables," Econometrics, University Library of Munich, Germany, number 0203001, Mar.