Report NEP-ECM-2005-05-14This 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.
The following items were announced in this report:
- Caliendo, Marco & Kopeinig, Sabine, 2005. "Some Practical Guidance for the Implementation of Propensity Score Matching," IZA Discussion Papers 1588, Institute of Labor Economics (IZA).
- Stephen Pollock & Iolanda Lo Cascio, 2005. "Orthogonality Conditions for Non-Dyadic Wavelet Analysis," Working Papers 529, Queen Mary University of London, School of Economics and Finance.
- Stephen Pollock, 2005. "Econometric Methods of Signal Extraction," Working Papers 530, Queen Mary University of London, School of Economics and Finance.
- Chi-Young Choi & Ling Hu & Masao Ogaki, 2005. "Structural Spurious Regressions and A Hausman-type Cointegration Test," RCER Working Papers 517, University of Rochester - Center for Economic Research (RCER).
- Cédric Perret-Gentil & Maria-Pia Victoria-Feser, 2005. "Robust Mean-Variance Portfolio Selection," FAME Research Paper Series rp140, International Center for Financial Asset Management and Engineering.
- Cinzia Daraio & Leopold Simar, 2005. "Conditional Nonparametric Frontier Models for Convex and Non Convex Technologies: a Unifying Approach," LEM Papers Series 2005/12, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics 0505002, University Library of Munich, Germany.
- Massimiliano Marinucci & Teodosio Pérez-Amaral, 2005. "Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures," Econometrics 0505003, University Library of Munich, Germany, revised 16 May 2005.
- Christophe Chorro, 2005. "Convergence en loi de Dirichlet de certaines intégrales stochastiques," Cahiers de la Maison des Sciences Economiques b05036, Université Panthéon-Sorbonne (Paris 1).
- Item repec:upo:upopwp:44 is not listed on IDEAS anymore
- Item repec:upo:upopwp:54 is not listed on IDEAS anymore