Printed from https://ideas.repec.org/n/nep-ecm/2004-04-11.html
Report NEP-ECM-2004-04-11
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:
- Laurens Cherchye & Ian Crawford & Bram De Rock & Frederic Vermeulen, 2012, "Aggregation without the aggravation? Nonparametric analysis of the representative consumer," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/12, Jan.
- Marcelo Moreira & Geert Ridder, 2019, "Efficiency loss of asymptotically efficient tests in an instrumental variables regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/19, Jan.
- Jeffrey M. Wooldridge, 2004, "On the robustness of fixed effects and related estimators in correlated random coefficient panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/04, Jun.
- Helmut LÜTKEPOHL, 2004, "Recent Advances in Cointegration Analysis," Economics Working Papers, European University Institute, number ECO2004/12.
- Montezuma Dumangane, 2006, "Measurement Error Bias Reduction in Unemployment Durations," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/06, Feb.
- Tingting Cheng & Jiti Gao & Oliver Linton, 2018, "Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/18, Jan.
- Kenneth L. Judd & Ben Skrainka, 2011, "High performance quadrature rules: how numerical integration affects a popular model of product differentiation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/11, Feb.
- Yingyao Hu, 2015, "Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/15, Jan.
- Naoto Kunitomo & Takashi Owada, 2004, "Empirical Likelihood Estimation of Levy Processes (Revised: March 2005)," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-272, Apr.
- Item repec:dgr:kubcen:200415 is not listed on IDEAS anymore
- Laura Blow & Lars Nesheim, 2009, "A retail price index including the shadow price of owner occupied housing," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/09, Jan.
- Jeffrey M. Wooldridge, 2004, "Estimating average partial effects under conditional moment independence assumptions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/04, Mar.
- Hiroaki Kaido, 2014, "Asymptotically efficient estimation of weighted average derivatives with an interval censored variable," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/14, Jan.
- Debbie A. Lawlor & Carol Propper & Stephanie von Hinke & George Davey Smith, 2010, "Genetic markers as instrumental variables: an application to child fat mass and academic achievement," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/10, Mar.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2017, "Inference in linear regression models with many covariates and heteroskedasticity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/17, Jan.
- Stéphane Bonhomme & Jean-Marc Robin, 2008, "Generalized nonparametric deconvolution with an application to earnings dynamics," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/08, Feb.
- Christopher L. House & Matthew D. Shapiro, 2004, "Phased-In Tax Cuts and Economic Activity," Macroeconomics, University Library of Munich, Germany, number 0404009, Apr.
- Adam Rosen, 2007, "Identification and estimation of firms' marginal cost functions with incomplete knowledge of strategic behavior," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/07, Feb.
- Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013, "Estimating demand for differentiated products with error in market shares," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/13, Feb.
- Giovanni Forchini & Grant Hillier, 2005, "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/05, Apr.
- Lauren Bin Dong & David E. A. Giles, 2004, "An Empirical Likelihood Ratio Test for Normality in Linear Regression," Econometrics Working Papers, Department of Economics, University of Victoria, number 0402, Apr.
- Venus Khim-Sen Liew, 2004, "On Autoregressive Order Selection Criteria," Computational Economics, University Library of Munich, Germany, number 0404001, Apr.