Report NEP-ECM-2003-07-12This 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:
- Schlicht, Ekkehart, 2003. "Estimating Time-Varying Coefficients With the VC Program," Discussion Papers in Economics 34, University of Munich, Department of Economics.
- Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003. "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," CIRANO Working Papers 2003s-34, CIRANO.
- Jean-Marie Dufour & Mohamed Taamouti, 2003. "Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments," CIRANO Working Papers 2003s-39, CIRANO.
- Brock,W.A. & Durlauf,S.N., 2003. "Multinomial choice with social interactions," Working papers 1, Wisconsin Madison - Social Systems.
- Charles F. Manski, 2003. "Statistical treatment rules for heterogeneous populations," CeMMAP working papers CWP03/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Biewen, Martin & Jenkins, Stephen P., 2003. "Estimation of Generalized Entropy and Atkinson inequality indices from survey data," ISER Working Paper Series 2003-11, Institute for Social and Economic Research.
- Michael Creel, 2003. "Econometrics," UFAE and IAE Working Papers 575.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 23 Oct 2015.
- Yakov Nikitin & Evgueni Ponikarov, 2002. "Large deviations of non-degenerate two-sample von Mises functionals," ICER Working Papers 11-2002, ICER - International Centre for Economic Research.
- Item repec:dgr:eureir:2003322 is not listed on IDEAS anymore
- Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003. "Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models," CIRANO Working Papers 2003s-33, CIRANO.
- Item repec:dgr:rugsom:03f13 is not listed on IDEAS anymore
- Eva Cantoni & Joanna Mills Flemming & Elvezio Ronchetti, 2003. "Variable Selection for Marginal Longitudinal Generalized Linear Models," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2003.03, Institut d'Economie et Econométrie, Université de Genève.
- Alessandra Durio & Yakov Nikitin, 2002. "Asympotic efficiency of signed - rank symmetry tests under skew alternatives," ICER Working Papers 12-2002, ICER - International Centre for Economic Research.
- Sánchez Mangas, Rocío, 2002. "Pseudo-maximum likelihood estimation of a dynamic structural investment model," DES - Working Papers. Statistics and Econometrics. WS ws026218, Universidad Carlos III de Madrid. Departamento de Estadística.
- Enrico Diecidue & Fabio Maccheroni, 2002. "Coherence without Additivity," ICER Working Papers - Applied Mathematics Series 10-2002, ICER - International Centre for Economic Research.
- Coenders, Germà & Bisbe, Josep & Saris, Willem E. & Batista-Foguet, Joan M., 2003. "Moderating Effects of Management Control Systems and Innovation on Performance. Simple Methods for Correcting the Effects of Measurement Error for Interaction Effects in Small Samples," Working Papers of the Department of Economics, University of Girona 7, Department of Economics, University of Girona.