Printed from https://ideas.repec.org/n/nep-ecm/2005-09-29.html
Report NEP-ECM-2005-09-29
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:
- Olivier Scaillet & Nikolas Topaloglou, 2005, "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp154, Jul.
- Sentana, Enrique & MencÃa, Javier, 2005, "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5177, Aug.
- Schorfheide, Frank & An, Sungbae, 2005, "Bayesian Analysis of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5207, Sep.
- Item repec:dgr:eureri:30007066 is not listed on IDEAS anymore
- G. Forchini, 2005, "Some Properties of Tests for Possibly Unidentified Parameters," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/05, Sep.
- Cerqueti, Roy & Costantini, Mauro, 2005, "Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp05027, Sep.
- Mehmet Caner, 2005, "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics, University Library of Munich, Germany, number 0509017, Sep.
- Item repec:dgr:umamet:2005022 is not listed on IDEAS anymore
- Item repec:ehu:biltok:200503 is not listed on IDEAS anymore
- Gautam Tripathi, 2005, "Moment Based Inference with Stratified Data," Working papers, University of Connecticut, Department of Economics, number 2005-38, Sep, revised Jan 2007.
- Item repec:dgr:eureri:30007067 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20050084 is not listed on IDEAS anymore
- Michael Lechner & Ruth Miquel, 2005, "Identification of the Effects of Dynamic Treatments by Sequential Conditional Independence Assumptions," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-17, Aug.
- Mehmet Caner, 2005, "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics, University Library of Munich, Germany, number 0509018, Sep.
- Item repec:dgr:kubcen:200599 is not listed on IDEAS anymore
- Massimo Guidolin & Allan Timmerman, 2007, "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers, Federal Reserve Bank of St. Louis, number 2005-059, DOI: 10.20955/wp.2005.059.
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005, "Forecasting Canadian Time Series with the New-Keynesian Model," Cahiers de recherche, CIRPEE, number 0527.
- Julia Campos & Neil R. Ericsson & David F. Hendry, 2005, "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 838.
- Mehmet Caner, 2005, "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics, University Library of Munich, Germany, number 0509016, Sep.
- Michael Greenacre, 2005, "From correspondence analysis to multiple and joint correspondence analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 883, Sep.
- Mehmet Caner, 2005, "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics, University Library of Munich, Germany, number 0509019, Sep.
- Joshua Angrist, 2005, "Instrumental Variables Methods in Experimental Criminological Research: What, Why, and How?," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0314, Sep.
- D. O'Neill & Sweetman. O. & Van de gaer D., 2005, "The Consequences of Non-Classical Measurement Error for Distributional Analysis," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1490205, Feb.
- Reichlin, Lucrezia & Giannone, Domenico & Small, David, 2005, "Nowcasting GDP and Inflation: The Real Time Informational Content of Macroeconomic Data Releases," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5178, Aug.
- Item repec:dgr:eureri:30007510 is not listed on IDEAS anymore