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Report NEP-ECM-2004-10-18
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:
- Carlo A. Favero & Ottavio Ricchi & Cristian Tegami, 2004, "Forecasting Italian inflation with large datasets and many models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 269.
- Christelle Viauroux, G.L. Gayle, 2004, "Root-N Consistent Semiparametric Eestimators of a Dynamic Panel Sample Selection Model," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2004-05.
- Janine Aron & John Muellbauer & Coen Pretorius, 2004, "A Framework for Forecasting the Components of the Consumer Price," Development and Comp Systems, University Library of Munich, Germany, number 0409054, Sep.
- Cubadda, Gianluca, 2004, "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp04022, Sep.
- Francisco Peñaranda & Enrique Sentana, 2004, "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers, CEMFI, number wp2004_0410.
- Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo, 2004, "Measuring Half-Lives Using A Non-Parametric Bootstrap Approach," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-13, Sep.
- Juan Carlos Escanciano, 2004, "Model Checks Using Residual Marked Empirical Processes," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/04, Sep.
- Víctor Aguirregabiria & Pedro Mira, 2004, "Sequential Estimation of Dynamic Discrete Games," Working Papers, CEMFI, number wp2004_0413.
- Warwick J. McKibbin & David Pearce & Alison Stagman, 2004, "Long Run Projections for Climate Change Scenarios," Economics and Environment Network Working Papers, Australian National University, Economics and Environment Network, number 0405, Apr.
- André Kurmann, 2004, "Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing," Macroeconomics, University Library of Munich, Germany, number 0409028, Sep.
- F. Javier Mencía & Enrique Sentana, 2004, "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers, CEMFI, number wp2004_0411.
- Yingying Dong & Arthur Lewbel, 2004, "A Simple Estimator for Binary Choice Models with Endogenous Regressors," Boston College Working Papers in Economics, Boston College Department of Economics, number 604, Aug, revised 15 Jun 2012.
- Giuseppe PORRO & Stefano Maria IACUS, 2004, "Average treatment effect estimation via random recursive partitioning," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-28, Jan.