Printed from https://ideas.repec.org/n/nep-ecm/2006-03-18.html
Report NEP-ECM-2006-03-18
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:
- Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005, "Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-024, Jul.
- Jerry Hausman & Guido Kuersteiner, 2005, "Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-010, Mar.
- James G. MacKinnon & Russell Davidson, 2006, "Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap," Working Paper, Economics Department, Queen's University, number 1044, Mar.
- John Stachurski, 2005, "Computing the Distributions of Economic Models Via Simulation," Department of Economics - Working Papers Series, The University of Melbourne, number 949.
- Item repec:bos:wpaper:wp2005-043 is not listed on IDEAS anymore
- Schlicht, Ekkehart & Ludsteck, Johannes, 2006, "Variance Estimation in a Random Coefficients Model," Discussion Papers in Economics, University of Munich, Department of Economics, number 904, Mar.
- Victor Aguirregabiria & Pedro Mira, 2005, "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-001, Jan.
- D.S. Poskitt & C.L. Skeels, 2005, "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series, The University of Melbourne, number 948.
- Pierre Perron, 2005, "Dealing with Structural Breaks," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-017, Apr.
- Ole E. Barndorff-Nielsen & Sven Erik Graversen & Jean Jacod & Neil Shephard, 2005, "Limit theorems for bipower variation in financial econometrics," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W06, Oct.
- David S. Lee & David Card, 2006, "Regression Discontinuity Inference with Specification Error," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0322, Mar.
- Item repec:bos:wpaper:wp2005-044 is not listed on IDEAS anymore
- Ole E. Barndorff-Nielsen & Neil Shephard & Matthias Winkel, 2005, "Limit theorems for multipower variation in the presence of jumps," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W07, Feb.
- Item repec:qmw:qmwecw:wp554 is not listed on IDEAS anymore
- Item repec:bos:wpaper:wp2005-36 is not listed on IDEAS anymore
- Alan Beggs & Kathryn Graddy, 2005, "Testing for Reference Dependence: An Application to the Art Market," Economics Series Working Papers, University of Oxford, Department of Economics, number 228, Mar.
- Jonathan Treussard, 2005, "On the Validity of Risk Measures over Time: Value-at-Risk, Conditional Tail Expectations and the Bodie-Merton-Perold Put," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-029, Aug.
- Pierre Perron & Tomoyoshi Yabu, 2005, "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-026, Jul.
- Ulf von Lilienfeld-Toal & Dilip Mookherjee, 2005, "Bankruptcy Law, Bonded Labor And Inequality," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-035, Sep.
- Jeremy Large, 2005, "Estimating quadratic variation when quoted prices jump by a constant increment," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W05, Nov.
- Christophe Van Nieuwenhuyze, 2006, "A generalised dynamic factor model for the Belgian economy - Useful business cycle indicators and GDP growth forecasts," Working Paper Research, National Bank of Belgium, number 80, Mar.
- JONES, Bradley & GOOS, Peter, , "A candidate-set-free algorithm for generating D-optimal split-plot designs," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2006006.
- Neil Shephard & Ole E. Barndorff-Nielsen & Department of Mathematical Sciences & University of Aarhus & Denmark, 2005, "Variation, jumps, market frictions and high frequency data in financial econometrics," Economics Series Working Papers, University of Oxford, Department of Economics, number 240, Jun.
- Michael P. Keane & Kenneth I. Wolpin, 2006, "Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 06-006, May.
- Guillaume Chevillon, 2006, "Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts," Economics Series Working Papers, University of Oxford, Department of Economics, number 257, Feb.
- O.T. Henry & S. Suardi, 2005, "Testing For Asymmetry In Interest Rate Volatility In The Presence Of A Neglected Level Effect," Department of Economics - Working Papers Series, The University of Melbourne, number 945.
- John Stachurski, 2005, "Necessary And Sufficient Conditions Forstability Of Finite State Markov Chains," Department of Economics - Working Papers Series, The University of Melbourne, number 951.
- Item repec:qmw:qmwecw:wp553 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp557 is not listed on IDEAS anymore
- M. Hashem Pesaran & Ron Smith, 2006, "Macroeconometric Modelling with a Global Perspective," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.43, Jan.