Printed from https://ideas.repec.org/n/nep-ecm/2006-09-30.html
Report NEP-ECM-2006-09-30
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:
- Tong Li, 2006, "Simulation based selection of competing structural econometric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/06, Aug.
- Yingyao Hu & Susanne M. Schennach, 2006, "Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/06, Sep.
- Russell Davidson & James MacKinnon, 2006, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers, McGill University, Department of Economics, number 2006-21, Sep.
- Hidehiko Ichimura & Sokbae (Simon) Lee, 2006, "Characterization of the asymptotic distribution of semiparametric M-estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/06, Aug.
- Russell Davidson & James MacKinnon, 2006, "Moments Of Iv And Jive Estimators," Departmental Working Papers, McGill University, Department of Economics, number 2006-22, Sep.
- Heckman, James J. & Urzua, Sergio & Vytlacil, Edward, 2006, "Understanding Instrumental Variables in Models with Essential Heterogeneity," IZA Discussion Papers, IZA Network @ LISER, number 2320, Sep.
- Item repec:dnb:dnbwpp:106 is not listed on IDEAS anymore
- George Kapetanios & Vincent Labhard & Simon Price, 2005, "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers, Bank of England, number 268, Jul.
- Xiujian Chen & Shu Lin & W. Robert Reed, 2006, "Another Look at what to do with Time-series Cross-section Data," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 06/04, Mar.
- Russell Davidson & James MacKinnon, 2006, "The Case Against Jive," Departmental Working Papers, McGill University, Department of Economics, number 2004-02, Sep.
- Russell Davidson & Jean-Yves Duclos, 2006, "Testing For Restricted Stochastic Dominance," Departmental Working Papers, McGill University, Department of Economics, number 2006-20, Sep.
- Annabelle Mourougane, 2006, "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers, OECD Publishing, number 515, Sep, DOI: 10.1787/421416670553.
- Item repec:dgr:kubcen:200686 is not listed on IDEAS anymore
- Richard Blundell & Martin Browning & Ian Crawford, 2005, "Best nonparametric bounds on demand responses," IFS Working Papers, Institute for Fiscal Studies, number W05/20, Oct.
- Davezies, Laurent & D'Haultfoeuille, Xavier & Fougère, Denis, 2006, "Identification of Peer Effects Using Group Size Variation," IZA Discussion Papers, IZA Network @ LISER, number 2324, Sep.
- Russell Davidson & Emmanuel Flachaire, 2006, "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers, McGill University, Department of Economics, number 2005-06, Sep.
- Item repec:hum:wpaper:sfb649dp2006-069 is not listed on IDEAS anymore
- Jumah, Adusei & Kunst, Robert M., 2006, "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series, Institute for Advanced Studies, number 192, Sep.
- Westerlund, Joakim & Costantini, Mauro, 2006, "Panel Cointegration and the Neutrality of Money," Working Papers, Lund University, Department of Economics, number 2006:18, Aug.
- Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004, "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers, Singapore Management University, School of Economics, number 02-2005, Jul, revised Jan 2005.
- Item repec:vie:viennp:0608 is not listed on IDEAS anymore