Printed from https://ideas.repec.org/n/nep-ecm/2007-05-12.html
Report NEP-ECM-2007-05-12
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:
- Francesco Audrino & Peter Bühlmann, 2007, "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-11, Apr.
- Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007, "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/07, May.
- Jun Ma, 2006, "A Closed-Form Asymptotic Variance-Covariance Matrix for the Maximum Likelihood Estimator of the GARCH(1,1) Model," Working Papers, University of Washington, Department of Economics, number UWEC-2006-11-R, Oct, revised Oct 2006.
- Herwartz, Helmut, 2007, "A note on model selection in (time series) regression models - General-to-specific or specific-to-general?," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-09.
- Saraswata Chaudhuri & Thomas Richardson & James Robins & Eric Zivot, 2007, "Split-Sample Score Tests in Linear Instrumental Variables Regression," Working Papers, University of Washington, Department of Economics, number UWEC-2007-10, Mar.
- Item repec:pra:mprapa:3002 is not listed on IDEAS anymore
- Hsiao, Cheng & Pesaran, M. Hashem & Pick, Andreas, 2007, "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," IZA Discussion Papers, IZA Network @ LISER, number 2756, Apr.
- Klein, Tobias J., 2007, "College Education and Wages in the U.K.: Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables," IZA Discussion Papers, IZA Network @ LISER, number 2761, Apr.
- Andreas Brezger & Stefan Lang, 2007, "Simultaneous probability statements for Bayesian P-splines," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-08, May.
- Jun Ma & Charles Nelson & Richard Startz, 2007, "Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified," Working Papers, University of Washington, Department of Economics, number UWEC-2006-14-P, Mar, revised Mar 2007.
- Luis Cabral, 2007, "Lock in and Switch: Asymmetric Information and New Product Diffusion," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-10.
- Di Iorio, Francesca & Fachin, Stefano, 2007, "Cointegration testing in dependent panels with breaks," MPRA Paper, University Library of Munich, Germany, number 3139, May.
- Item repec:udb:wpaper:uwec-2006-07 is not listed on IDEAS anymore
- Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2007, "True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-06.
- Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre, 2007, "Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 200709, May, revised May 2007.
- Ying Gu & Eric Zivot, 2006, "A Comparison of Univariate Stochastic Volatility Models for U.S. Short Rates Using EMM Estimation," Working Papers, University of Washington, Department of Economics, number UWEC-2006-17, Aug.
- Drew Creal & Ying Gu & Eric Zivot, 2006, "Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters," Working Papers, University of Washington, Department of Economics, number UWEC-2006-18, Aug.
- Adrian Pagan, 2007, "Weak Instruments: A Guide to the Literature," NCER Working Paper Series, National Centre for Econometric Research, number 13, Mar.
- Item repec:hum:wpaper:sfb649dp2007-024 is not listed on IDEAS anymore
- Marco Bee & Roberto Benedetti & Giuseppe Espa, 2007, "A framework for cut-off sampling in business survey design," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0709.
- Item repec:udb:wpaper:uwec-2006-16 is not listed on IDEAS anymore
- Irene Crimanldi & Fabrizio Leisen, 2007, "Asymptotic results for a generalized Po'lya urn with delay and an applications to clinical trials," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0705, Apr.
- Item repec:pse:psecon:2007-11 is not listed on IDEAS anymore
- Daisuke Nagakura & Eric Zivot, 2007, "Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP," Working Papers, University of Washington, Department of Economics, number UWEC-2007-07, Jan.
- Renee Fry & Adrian Pagan, 2007, "Some Issues in Using Sign Restrictions for Identifying Structural VARs," NCER Working Paper Series, National Centre for Econometric Research, number 14, Apr.
- Keith R. McLaren & K.K. Gary Wong, 2007, "Effective global regularity and empirical modeling of direct, inverse and mixed demand systems," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/07, May.