Report NEP-ECM-2002-07-10

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:

• M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001, "Modelling regional interdependencies using a global error-correcting macroeconometric model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B4-1, Oct.
• Stephen Bond & Céline Nauges & Frank Windmeijer, 2002, "Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C5-4, Mar.
• Item repec:qmw:qmwecw:wp459 is not listed on IDEAS anymore

• Robert S. Chirinko & Steven M. Fazzari & Andrew P. Meyer, 2002, "That Elusive Elasticity: A Long-Panel Approach To Estimating The Price Sensitivity Of Business Capital," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B3-1, Jan.
• Javier Alvarez & Martin Browning & Mette Ejrnæs, 2002, "Modelling income processes with lots of heterogeneity," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number D2-3, Mar.
• Jörg Breitung, 2002, "A parametric approach to the estimation of cointegration vectors in panel data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B5-4, Mar.
• Badi H. Baltagi & Seuck Heun Song & Won Koh, 2002, "Testing Panel Data Regression Models with Spatial Error Correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B6-4, Mar.
• Stephen Bond & Frank Windmeijer, 2002, "Finite Sample Inference for GMM Estimators in Linear Panel Data Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C6-3, Mar.
• Seung Chan Ahn & Hyungsik Roger Moon, 2001, "Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A6-2, Aug.
• Min-Hsien Chiang & Yongmiao Hong & Chihwa Kao, 2002, "Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A6-3, Mar.
• Joel L. Horowitz & Sokbae Lee, 2002, "Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A5-3, Mar.
• Alban Thomas, 2002, "Consistent estimation of discrete-choice models for panel data with multiplicative effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number D6-2, Mar.
• Alain Bousquet & Raja Chakir & Norbert Ladoux, 2002, "Modeling Corner Solutions with Panel Data: Application to Industrial Energy Demand in France," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C3-2, Mar.
• Wong, Linda, 2001, "Structural Estimation of Marriage Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A1-1, Nov.
• Jaya Krishnakumar, 2002, "A SUR-EC-AR System Gravity Model of Trade," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B4-4, Mar.
• Byeong U. Park & Robin C Sickles & Léopold Simar, 2002, "Semi parametric efficient estimation of dynamic panel data models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C6-1, Mar.
• Alessandro Rossi & Giampiero M. Gallo, 2002, "Volatility Estimation via Hidden Markov Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2002_14, Jun.
• Jan Mutl, 2002, "Panel VAR Models with Spatial Dependence," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A5-2, Mar.
• Anna Cristina D'Addio & Bo E. Honoré, 2002, "Duration dependence and time varying variables in discrete time duration models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number D6-3, Mar.
• Jacob N. Arendt, 2002, "Endogeneity and Heterogeneity in LDV Panel Data Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number D6-1, Mar.
• Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2002, "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number D4-2, Mar.
• Item repec:qmw:qmwecw:wp458 is not listed on IDEAS anymore

• Peter Egger & Michael Pfaffermayr, 2002, "Long Run and Short Effects in Static Panel Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B6-2, Mar.
• Josep Lluís Carrion-i-Silvestre & Tomás del Barrio-Castro & Enrique López-Bazo, 2002, "Level shifts in a panel data based unit root test. An application to the rate of unemployment," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C5-2, Mar.
• Myoung-jae Lee & Yasushi Kondo, 2002, "Nonparametric Derivative Estimation for Related-Effect Panel Data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A5-1, Jun.
• Item repec:qmw:qmwecw:wp462 is not listed on IDEAS anymore

• Erik Biørn, 2002, "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B6-1, Mar.
• Cheti Nicoletti, 2002, "Non-Response in Dynamic Panel Data Models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A5-4, Mar.
• Yoosoon Chang & Wonho Song, 2002, "Panel Unit Root Tests in the Presence of Cross-Sectional Dependency and Heterogeneity," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B5-2, Mar.
• Thierry Magnac, 2002, "Binary variables and fixed effects: generalizing conditional logit," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number D6-4, Mar.
• Peter Egger, 2002, "SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B6-3, Mar.
• Maurice J.G. Bun & Jan F. Kiviet, 2002, "Efficiency profiles of MM estimators in dynamic panel data models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C6-4, Mar.
• Rocco Mosconi & Raffaello Seri, 2002, "Non-causality in Bivariate Binary Panel Data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C5-3, Mar.
• Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002, "A Principal Components Approach to Cross-Section Dependence in Panels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B5-3, Mar.

Report NEP-ECM-2002-07-10

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: