Report NEP-ECM-2005-06-14

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:

• Arthur Lewbel, 2005, "Simple Endogenous Binary Choice and Selection Panel Model Estimators," Boston College Working Papers in Economics, Boston College Department of Economics, number 613, Feb, revised 04 Sep 2006.
• Chambers, Christopher P., 2005, "Quantiles and medians," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 1222, Apr.
• Orphanides, Athanasios & van Norden, Simon, 2005, "The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4830, Jan.
• Smets, Frank & Del Negro, Marco & Wouters, Rafael & Schorfheide, Frank, 2005, "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4848, Jan.
• Favero, Carlo A. & Milani, Fabio, 2005, "Parameter Instability, Model Uncertainty and the Choice of Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4909, Feb.
• Wolff, Christian & van Tol, Michel R, 2005, "Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4958, Mar.
• Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2005, "Loss Functions in Option Valuation: A Framework for Model Selection," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4960, Mar.
• Marcellino, Massimiliano, 2005, "Leading Indicators: What Have We Learned?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4977, Mar.
• Beggs, Alan & Graddy, Kathryn, 2005, "Testing for Reference Dependence: An Application to the Art Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4982, Apr.
• Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005, "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5041, May.
• Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005, "Improved HAR Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1513, Jun.
• Chirok Han & Peter C.B. Phillips, 2005, "GMM with Many Moment Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1515, Jun.
• Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005, "Nonstationary Discrete Choice: A Corrigendum and Addendum," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1516, Jun.
• Peter C.B. Phillips & Tassos Magadalinos, 2005, "Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1517, Jun.
• Donald J. Brown & Rustam Ibragimov, 2005, "Sign Tests for Dependent Observations and Bounds for Path-Dependent Options," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1518, Jun.
• Item repec:ehu:biltok:200502 is not listed on IDEAS anymore

• Sean D. Campbell, 2005, "A review of backtesting and backtesting procedures," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-21.
• Rothe, Christoph & Sibbertsen, Philipp, 2005, "Phillips-Perron-type unit root tests in the nonlinear ESTAR framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-315, Jun.
• Jeffrey M. Wooldridge, 2004, "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/04, Apr.
• Stephen Pudney, 2005, "Estimation of dynamic linear models in short panels with ordinal observation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/05, Jun.
• Oliver Linton, 2004, "Nonparametric inference for unbalance time series data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/04, Apr.
• Andrew Chesher, 2004, "Identification of sensitivity to variation in endogenous variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/04, Jul.
• Andrew Chesher, 2004, "Identification in additive error models with discrete endogenous variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/04, Sep.
• Yoshihiko Nishiyama & Peter Robinson, 2004, "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/04, Oct.
• Joel L. Horowitz, 2004, "Testing a parametric model against a nonparametric alternative with identification through instrumental variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/04, Sep.
• Richard Blundell & Joel L. Horowitz, 2004, "A nonparametric test of exogeneity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/04, Dec.
• Grant Hillier & Federico Martellosio, 2004, "Spatial design matrices and associated quadratic forms: structure and properties," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/04, Dec.
• Richard Smith, 2004, "Automatic positive semi-definite HAC covariance matrix and GMM estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/04, Dec.
• Laura Blow & Martin Browning & Ian Crawford, 2004, "Nonparametric methods for the characteristic model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/04, Dec.
• Richard Smith, 2004, "GEL Criteria for Moment Condition Models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/04, Dec.
• Erik Biørn, 2005, "Constructing Panel Data Estimators by Aggregation: A General Moment Estimator and a Suggested Synthesis," Discussion Papers, Statistics Norway, Research Department, number 420, May.
• Jan F. Bjørnstad, 2005, "Non-Bayesian Multiple Imputation," Discussion Papers, Statistics Norway, Research Department, number 421, May.
• Håvard Hungnes, 2005, "Identifying Structural Breaks in Cointegrated VAR Models," Discussion Papers, Statistics Norway, Research Department, number 422, May.
• Yixiao Sun, 2005, "Adaptive Estimation of the Regression Discontinuity Model," Econometrics, University Library of Munich, Germany, number 0506003, Jun.
• Xiujian Chen & Shu Lin & W. Robert Reed, 2005, "Another Look At What To Do With Time-Series Cross-Section Data," Econometrics, University Library of Munich, Germany, number 0506004, Jun.
• Cheng Hsiao & Siyan Wang, 2005, "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.23, May.

Report NEP-ECM-2005-06-14

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: