Report NEP-ECM-2003-02-15This 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:
- Donald J. Brown & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models," Cowles Foundation Discussion Papers 1395, Cowles Foundation for Research in Economics, Yale University.
- Item repec:msh:ebswps:2003-1n is not listed on IDEAS anymore
- Item repec:cla:levrem:506439000000000229 is not listed on IDEAS anymore
- Md B. Billah & R.J. Hyndman & A.B. Koehler, 2003. "Empirical Information Criteria for Time Series Forecasting Model Selection," Monash Econometrics and Business Statistics Working Papers 2/03, Monash University, Department of Econometrics and Business Statistics.
- Kapetanios, G. & Weeks, M., 2003. "Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests," Cambridge Working Papers in Economics 0308, Faculty of Economics, University of Cambridge.
- Horrace, William C. & Oaxaca, Ronald L., 2003. "New Wine in Old Bottles: A Sequential Estimation Technique for the LPM," IZA Discussion Papers 703, Institute for the Study of Labor (IZA).
- Tatsuya Kubokawa & M. S. Srivastava, 2003. "Improved Empirical Bayes Ridge Regression Estimators under Multicollinearity," CIRJE F-Series CIRJE-F-190, CIRJE, Faculty of Economics, University of Tokyo.