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Report NEP-ECM-2006-02-12
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:
- Item repec:gen:geneem:2006.01 is not listed on IDEAS anymore
- Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005, "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp159, Oct.
- Timothy Halliday, 2006, "Identifying State Dependence in Non-Stationary Processes," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200601.
- Gianni Amisano & Raffaella Giacomini, 2005, "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers, University of Brescia, Department of Economics, number ubs0504.
- Item repec:hum:wpaper:sfb649dp2006-010 is not listed on IDEAS anymore
- James G. MacKinnon & Russell Davidson, 2006, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper, Economics Department, Queen's University, number 1024, Feb.
- Stefan Boes, 2004, "Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0404, Mar.
- Kazuhiko Hayakawa, 2006, "Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-130, Jan.
- Giovanni Forchini, 2006, "The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/06, Jan.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20064.
- James G. MacKinnon, 2006, "Applications Of The Fast Double Bootstrap," Working Paper, Economics Department, Queen's University, number 1023, Feb.
- Item repec:ecb:ecbwps:20060584 is not listed on IDEAS anymore
- Kreider, Brent & Pepper, John V., 2011, "Identification of Expected Outcomes in a Data Error Mixing Model with Multiplicative Mean Independence," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12496, Feb.
- Hendry, David & Hubrich, Kirstin, 2006, "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5485, Jan.
- Markku Lanne & Pentti Saikkonen, 2005, "Modeling Conditional Skewness in Stock Returns," Economics Working Papers, European University Institute, number ECO2005/14.
- Markku Lanne & Helmut Luetkepohl, 2005, "Structural Vector Autoregressions with Nonnormal Residuals," Economics Working Papers, European University Institute, number ECO2005/25.
- Kazuhiko Hayakawa, 2006, "The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-129, Jan.
- Stefan Boes & Rainer Winkelmann, 2005, "Ordered Response Models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0507, Mar.
- Katy Streso & Francesco Lagona, 2005, "Hidden Markov random field and FRAME modelling for TCA-image analysis," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2005-032, DOI: 10.4054/MPIDR-WP-2005-032.
- Item repec:hum:wpaper:sfb649dp2006-011 is not listed on IDEAS anymore
- Maxim S. Finkelstein & Veronica Esaulova, 2005, "Asymptotic behavior of mixture failure rates," MPIDR Working Papers, Max Planck Institute for Demographic Research, Rostock, Germany, number WP-2005-023, DOI: 10.4054/MPIDR-WP-2005-023.