Report NEP-ECM-2007-01-13

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:

• Chirok Han & Peter C.B. Phillips, 2007, "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1599, Jan.
• Peter C.B. Phillips & Jun Yu, 2007, "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1597, Jan.
• Eduardo Mendes & Alvaro Veiga & MArcelo Cunha Medeiros, 2007, "Estimation And Asymptotic Theory For A New Class Of Mixture Models," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 538, Jan.
• Item repec:qmw:qmwecw:wp582 is not listed on IDEAS anymore

• Nakatani, Tomoaki & Teräsvirta, Timo, 2007, "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 649, Jan, revised 04 May 2008.
• Chuan Goh, 2007, "Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap," Working Papers, University of Toronto, Department of Economics, number tecipa-274, Jan.
• Peter C.B. Phillips & Jun Yu, 2007, "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1596, Jan.
• Item repec:cdl:ucsdec:2005-11 is not listed on IDEAS anymore

• Alberto Bisin & Andrea Moro & Giorgio Topa, 2006, "The Empirical Content of Models with Multiple Equilibria," 2006 Meeting Papers, Society for Economic Dynamics, number 660.
• Item repec:cdl:ucsdec:2006-10 is not listed on IDEAS anymore

• Marco Alfò & Giovanni Trovato, 2004, "Semiparametric Mixture Models for Multivariate Count Data, with Application," CEIS Research Paper, Tor Vergata University, CEIS, number 51, Mar.
• Peter C.B. Phillips & Donggyu Sul, 2007, "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1595, Jan.
• John K. Dagsvik & Torbjørn Hægeland & Arvid Raknerud, 2006, "Estimation of Earnings- and Schooling Choice Relations: A Likelihood Approach," Discussion Papers, Statistics Norway, Research Department, number 486, Nov.
• Item repec:cdl:ucsdec:2005-03 is not listed on IDEAS anymore

• Caporin Massimiliano & Paruolo Paolo, 2005, "Spatial effects in multivariate ARCH," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0501, May.
• Jeremy Berkowitz & Peter Christoffersen & Denis Pelletier, 2005, "Evaluating Value-at-Risk models with desk-level data," Working Paper Series, North Carolina State University, Department of Economics, number 010, Oct, revised Dec 2006.
• SErgio Firpo & Nicole M. Fortin & Thomas Lemieux, 2006, "Unconditional Quantile Regressions," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 533, Nov.
• Hidehiko Ichimura & Petra E. Todd, 2006, "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-452, Dec.
• Timothy J. Halliday, 2006, "Testing for State Dependence with Time-Variant Transition Probabilities," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200614, Dec.
• Item repec:cdl:ucsdec:2006-07 is not listed on IDEAS anymore

• Hisayuki Tsukuma & Tatsuya Kubokawa, 2006, "Simultaneous estimation of normal precision matrices," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-459, Dec.
• Victor Aguirregabiria, 2006, "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," 2006 Meeting Papers, Society for Economic Dynamics, number 169.
• Fonseca Giovanni, 2005, "Stability conditions for a Piecewise Deterministic Markov Process," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0502, May.
• John K. Dagsvik & Gang Liu, 2006, "A Framework for Analyzing Rank Ordered Panel Data with Application to Automobile Demand," Discussion Papers, Statistics Norway, Research Department, number 480, Oct.
• Manfred M. Fischer & Daniel A. Griffith, 2006, "Modeling Spatial Autocorrelation in Spatial Interaction Data: A Comparison of Spatial Econometric and Spatial Filtering Specifications," ERSA conference papers, European Regional Science Association, number ersa06p10, Aug.
• Cerqueti, Roy & Costantini, Mauro, 2006, "Testing for rational bubbles," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp06030, Dec.
• Rolf Aaberge, 2006, "Gini's Nuclear Family," Discussion Papers, Statistics Norway, Research Department, number 491, Dec.
• Genaro, SUCARRAT, 2006, "The First Stage in Hendry’s Reduction Theory Revisited," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006041, Sep.
• Item repec:hal:papers:hal-00122817_v1 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2005-05 is not listed on IDEAS anymore

Report NEP-ECM-2007-01-13

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: