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Report NEP-ECM-2003-03-25
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:
- Ruth Miquel, 2003, "Identification of Effects of Dynamic Treatments with a Difference-in-Differences Approach," University of St. Gallen Department of Economics working paper series 2003, Department of Economics, University of St. Gallen, number 2003-06, Feb.
- Donald W.K. Andrews & Jae-Young Kim, 2003, "End-of-Sample Cointegration Breakdown Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1404, Mar.
- Shiqing Ling & W. K. Li & Michael McAleer, 2003, "Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-207, Mar.
- Francisco A. Gallego & Christian A. Johnson, 2003, "Building Confidence Intervals for the Band-Pass and Hodrick-Prescott Filters: An Application Using Bootstrapping," Working Papers Central Bank of Chile, Central Bank of Chile, number 202, Feb.
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1407, Mar.
- Item repec:dgr:kubcen:200318 is not listed on IDEAS anymore
- Machado, Matilde P., 2003, "A consistent estimator for the binomial distribution in the presence of "incidental parameters": an application to patent data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we031905, Mar.