Printed from https://ideas.repec.org/n/nep-ecm/2003-12-07.html
Report NEP-ECM-2003-12-07
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:
- Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers, Rutgers University, Department of Economics, number 200321, Oct.
- Broto, Carmen & Ruiz Ortega, Esther, 2003, "Unobserved component models with asymmetric conditional variances," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws032003, Nov.
- Zhang, Tao, 2003, "A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity," Memorandum, Oslo University, Department of Economics, number 25/2003, Dec.
- Valentina Corradi & Norman Swanson, 2003, "Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives," Departmental Working Papers, Rutgers University, Department of Economics, number 200316, Oct.
- Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003, "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers, Rutgers University, Department of Economics, number 200309, Oct.
- Rodríguez, Julio & Ruiz Ortega, Esther, 2003, "A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws036716, Nov.
- Philip A. Haile & Han Hong & Matthew Shum, 2003, "Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1445, Nov.
- Valentina Corradi & Norman R. Swanson, 2003, "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers, Rutgers University, Department of Economics, number 200322, Oct.
- Item repec:dgr:eureri:3000324 is not listed on IDEAS anymore
- Item repec:dgr:eureri:3000337 is not listed on IDEAS anymore
- John Chao & Norman Swanson, 2003, "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction," Departmental Working Papers, Rutgers University, Department of Economics, number 200315, Oct.
- Item repec:dgr:eureri:3000328 is not listed on IDEAS anymore
- Valentina Corradi & Norman R. Swanson, 2003, "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers, Rutgers University, Department of Economics, number 200314, Oct.
- John C. Chao & Norman R. Swanson, 2003, "Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments," Departmental Working Papers, Rutgers University, Department of Economics, number 200312, Oct.
- Hannes Leeb & Benedikt M. Potscher, 2003, "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1444, Nov.
- Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers, Rutgers University, Department of Economics, number 200311, Oct.
- Valentina Corradi & Norman Swanson, 2003, "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers, Rutgers University, Department of Economics, number 200313, Oct.
- Valentina Corradi & Norman R. Swanson, 2003, "Evaluation of Dynamic Stochastic General Equilibrium Models Based on Distributional Comparison of Simulated and Historical Data," Departmental Working Papers, Rutgers University, Department of Economics, number 200320, Oct.
- Item repec:dgr:eureri:3000451 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200393 is not listed on IDEAS anymore
- RUGE-MURCIA, Francisco J., 2003, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-23.
- Akihiko Takahashi & Nakahiro Yoshida, 2003, "Monte Carlo Simulation with Asymptotic Method," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-249, Nov.
- María José Gil-Moltó & Arne Risa Hole, 2003, "Tests for the consistency of three-level nested logit models with utility maximization," Econometrics, University Library of Munich, Germany, number 0312001, Dec, revised 08 Jan 2004.
- Jaebeom Kim & Masao Ogaki & Minseok Yang, 2003, "Structural Error Correction Models: Instrumental Variables Methods and an application to an exchange rate model," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 502, Oct.