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Report NEP-ECM-2005-06-05
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:
- José A. Hernández, 2005, "A note on the asymptotic efficiency of the restricted estimation," Documentos de trabajo conjunto ULL-ULPGC, Facultad de Ciencias Económicas de la ULPGC, number 2005-01, Jan.
- Item repec:dgr:kubcen:200567 is not listed on IDEAS anymore
- Åslund, Olof & Nordström Skans, Oskar, 2005, "Measuring conditional segregation: methods and empirical examples," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2005:12, May.
- Giovanni Forchini, 2005, "On the Bimodality of the Exact Distribution of the TSLS Estimator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/05, May.
- D. S. Poskitt & C. L. Skeels, 2004, "Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 29/04, Dec.
- Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005, "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/05, May.
- Yacine Ait-Sahalia & Per A. Mykland & Lan Zhang, 2005, "Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise," NBER Working Papers, National Bureau of Economic Research, Inc, number 11380, May.
- Stephen E. Haynes, 2005, "The Empirical Trap of Sign Reversals with Equality Restrictions," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2005-8, Jan.
- Javier Hualde, 2005, "Unbalanced Cointegration," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/05, May.
- Juan Carlos Escanciano, 2005, "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 07/05, May.
- Posch Peter N. & Loeffler Gunter & Schoene Christiane, 2005, "Bayesian Methods for Improving Credit Scoring Models," Finance, University Library of Munich, Germany, number 0505024, May.
- Joseph P. Romano & Michael Wolf, , "Control of Generalized Error Rates in Multiple Testing," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 245.
- John C. Whitehead, 2005, "Improving Willingness to Pay Estimates for Quality Improvements through Joint Estimation with Quality Perceptions," Working Papers, Department of Economics, Appalachian State University, number 05-09.