Report NEP-ECM-2005-05-07
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.
Other reports in NEP-ECM
The following items were announced in this report:
- Sancetta, A. & Nikanrova, A., 2005. "Forecasting and Prequential Validation for Time Varying Meta-Elliptical Distributions with a Study of Commodity Futures Prices," Cambridge Working Papers in Economics 0516, Faculty of Economics, University of Cambridge.
- George Judge & Ron Mittelhammer, 2004. "Estimating the Link Function in Multinomial Response Models under Endogeneity and Quadratic Loss," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 970, Department of Agricultural & Resource Economics, UC Berkeley.
- Renos Vakis & Elisabeth Sadoulet & Alain de Janvry & Carlo Cafiero, 2004. "Testing for Separability in Household Models with Heterogeneous Behavior: A Mixture Model Approach," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 990, Department of Agricultural & Resource Economics, UC Berkeley.
- Timothy Beatty & Jeffrey LaFrance & Muzhe Yang, 2005. "A Simple Lagrange Multiplier F-Test for Multivariate Regression Models," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 996, Department of Agricultural & Resource Economics, UC Berkeley.
- Terence D.Agbeyegbe & Elena Goldman, 2005. "Estimation of threshold time series models using efficient jump MCMC," Economics Working Paper Archive at Hunter College 406, Hunter College Department of Economics, revised 2005.
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- James J. Heckman & Edward Vytlacil, 2005. "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Technical Working Papers 0306, National Bureau of Economic Research, Inc.
- Mitchell A. Petersen, 2005. "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," NBER Working Papers 11280, National Bureau of Economic Research, Inc.
- Jean Boivin & Serena Ng, 2005. "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers 11285, National Bureau of Economic Research, Inc.
- Nicola Bruti-Liberati & Filippo Martini & Massimo Piccardi & Eckhard Platen, 2005. "A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation," Research Paper Series 156, Quantitative Finance Research Centre, University of Technology, Sydney.
- Joon Y. Park & Mototsugu Shintani, 2005. "Testing for a Unit Root against Transitional Autoregressive Models," Vanderbilt University Department of Economics Working Papers 05010, Vanderbilt University Department of Economics.