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Report NEP-ECM-2004-08-16
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:
- Katsumi Shimotsu & Alex Maynard, 2004, "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 518, Aug.
- Whitney Newey & Guido Imbens, 2004, "Identification and Estimation of Triangular Simultaneous Equations Models without Additivity," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 594, Aug.
- Pilar Grau-Carles, 2004, "Test for long memory processes. A bootstrap approach," Computing in Economics and Finance 2004, Society for Computational Economics, number 111, Aug.
- Myunghwan Seo, 2004, "Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 494, Aug.
- Geert Ridder & Yingyao Hu, 2004, "Estimation of Nonlinear Models with Measurement Error Using Marginal Information," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 21, Aug.
- Denis Pelletier, 2004, "Regime Switching for Dynamic Correlations," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 230, Aug.
- Alain Noullez & Alessandra Iacobucci, 2004, "A Frequency-selective Filter for Short-Length Time Series," Computing in Economics and Finance 2004, Society for Computational Economics, number 128, Aug.
- Yang Yang & Tae-Hwy Lee, 2004, "Bagging Binary Predictors for Time Series," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 512, Aug.
- Joon Y. Park & Heetaik Chung, 2004, "Nonstationary Nonlinear Heteroskedasticity in Regression," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 508, Aug.
- Kyungho Jang, 2004, "Generalized Two-Step Maximum Likelihood Estimation of Structural Vector Autoregressive Models partially identified with Short-Run Restrictions," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 569, Aug.
- Daniela Hristova, 2004, "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Computing in Economics and Finance 2004, Society for Computational Economics, number 47, Aug.
- Marine Carrasco & Liang Hu, 2004, "Optimal test for Markov switching," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 396, Aug.
- Peter C. B. Phillips & Chirok Han, 2004, "GMM with Many Moment Conditions," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 525, Aug.
- Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther, 2004, "Spurious and hidden volatility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws042007, Jul.
- Hendrik Wolff & Thomas Heckelei & Ron C. Mittelhammer, 2004, "Imposing Curvature and Monotonicity on Flexible Functional Forms: An Efficient Regional Approach," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 450, Aug.
- Troske, Kenneth & Voicu, Alexandru, 2004, "Joint Estimation of Sequential Labor Force Participation and Fertility Decisions Using Markov Chain Monte Carlo Techniques," IZA Discussion Papers, IZA Network @ LISER, number 1251, Aug.
- Youwei Li & Bas Donkers, 2004, "The Econometric Analysis of Microscopic Simulation Models," Computing in Economics and Finance 2004, Society for Computational Economics, number 195, Aug.
- Robert Taylor & Peter Burridge, 2004, "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 125, Aug.
- Train, K. & Weeks, M., 2004, "Discrete Choice Models in Preference Space and Willingness-to Pay Space," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0443, Aug.
- Garland Durham, 2004, "Likelihood-based estimation and specification analysis of one- and two-factor SV models with leverage effects," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 294, Aug.
- Lennart F. Hoogerheide & Johan F. Kaashoek, 2004, "Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling," Computing in Economics and Finance 2004, Society for Computational Economics, number 74, Aug.