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Report NEP-ECM-2005-07-11
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:
- Davidson, James & Sibbertsen, Philipp, 2005, "Tests of Bias in Log-Periodogram Regression," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-317, Jun.
- Sibbertsen, Philipp & Krämer, Walter, 2005, "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-318, Jun.
- Mehmet Dalkir, 2005, "A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra," Econometrics, University Library of Munich, Germany, number 0507001, Jul, revised 07 Jul 2005.
- David Mayston, , "Structural Determinants of Cumulative Endogeneity Bias," Discussion Papers, Department of Economics, University of York, number 05/11.
- Joaquim J.S. Ramalho & Esmeralda Ramalho, 2005, "Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 11_2005.