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Report NEP-ECM-2006-02-19
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:
- Westerlund, Joakim & Edgerton , David, 2006, "New Improved Tests for Cointegration with Structural Breaks," Working Papers, Lund University, Department of Economics, number 2006:3, Jan.
- Item repec:hum:wpaper:sfb649dp2006-012 is not listed on IDEAS anymore
- Paulo M.M. Rodrigues & Antonio Rubia, 2004, "On The Small Sample Properties Of Dickey Fuller And Maximum Likelihood Unit Root Tests On Discrete-Sampled Short-Term Interest Rates," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-11, Mar.
- Andrés Romeu & Marcos Vera-Hernández, 2004, "Counts With An Endogenous Binary Regressor: A Series Expansion Approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-36, Sep.
- Patrik Guggenberger, 2005, "Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure (joint with R.J.Smith), accepted for publication, Journal of Econometrics," UCLA Economics Online Papers, UCLA Department of Economics, number 357, Apr.
- Patrik Guggenberger, 2006, "The limit of finite sample size and a problem with subsampling (joint with D.W.K. Andrews), June 2005, this version March 2007," UCLA Economics Online Papers, UCLA Department of Economics, number 372, Jan.