Report NEP-ECM-2002-08-16This 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:
- R. Carter Hill & Kang-sun Lee, 2001. "Performance of Bandwidth Selection Rules for the Local Linear Regression," Departmental Working Papers 2001-10, Department of Economics, Louisiana State University.
- George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," NBER Technical Working Papers 0278, National Bureau of Economic Research, Inc.
- Item repec:wop:calsdi:2002-12 is not listed on IDEAS anymore
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers 0279, National Bureau of Economic Research, Inc.
- Joseph P. Romano & Michael Wolf, 2002. "Improved nonparametric confidence intervals in time series regressions," Economics Working Papers 635, Department of Economics and Business, Universitat Pompeu Fabra.
- Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bhattacharjee, A. & Samarjit Das, 2002. "Testing Proportionality in Duration Models with Respect to Continuous Covariates," Cambridge Working Papers in Economics 0220, Faculty of Economics, University of Cambridge.
- R. Carter Hill & Randall C. Campbell, 2001. "Maximum Entropy Estimation in Economic Models with Linear Inequality Restrictions," Departmental Working Papers 2001-11, Department of Economics, Louisiana State University.