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Report NEP-ECM-2007-03-17
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:
- Donald W.K. Andrews & Patrik Guggenberger, 2007, "Asymptotics for Stationary Very Nearly Unit Root Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1607, Mar.
- Item repec:dgr:kubcen:200712 is not listed on IDEAS anymore
- Donald W.K. Andrews & Patrik Guggenberger, 2007, "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1605, Mar.
- Mueller, Ulrich & Petalas, Philippe-Emmanuel, 2007, "Efficient Estimation of the Parameter Path in Unstable Time Series Models," MPRA Paper, University Library of Munich, Germany, number 2260, Mar.
- Donald W.K. Andrews & Patrik Guggenberger, 2007, "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1606, Mar.
- Alastair R. Hall & Denis Pelletier, 2007, "Non-Nested Testing in Models Estimated via Generalized Method of Moments," Working Paper Series, North Carolina State University, Department of Economics, number 011, Mar, revised Mar 2007.
- Li, Hong & Mueller, Ulrich, 2006, "Valid Inference in Partially Unstable GMM Models," MPRA Paper, University Library of Munich, Germany, number 2261, Aug.
- Item repec:cfs:cfswop:wp200623 is not listed on IDEAS anymore
- Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2007, "The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models," CIRANO Working Papers, CIRANO, number 2007s-06, Mar.
- Zsolt Darvas, 2007, "Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0701, Feb.
- G. Everaert, 2007, "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/452, Jan.
- Devereux, Paul J., 2007, "Improved Errors-in-Variables Estimators for Grouped Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6167, Mar.
- Item repec:dgr:kubcen:200713 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20070028 is not listed on IDEAS anymore
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006, "Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-16, Dec.
- McCauley, Joseph L. & Gunaratne, Gemunu H. & Bassler, Kevin E., 2006, "Hurst exponents, Markov processes, and fractional Brownian motion," MPRA Paper, University Library of Munich, Germany, number 2154, Sep.
- Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2006, "An interpolated periodogram-based metric for comparison of time series with unequal lengths," MPRA Paper, University Library of Munich, Germany, number 2075.
- Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L., 2005, "Hurst exponents, Markov processes, and nonlinear diffusion equations," MPRA Paper, University Library of Munich, Germany, number 2152, Dec.
- A. Prinzie & D. Van Den Poel, 2007, "Predicting home-appliance acquisition sequences: Markov/Markov for Discrimination and survival analysis for modeling sequential information in NPTB models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/442, Jan.
- Caiado, Jorge & Crato, Nuno, 2007, "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper, University Library of Munich, Germany, number 2074.