Report NEP-ECM-2007-08-08

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:

• Item repec:pra:mprapa:4271 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 1605R, Mar, revised Jul 2007.
• Yasuhiro Omori & Toshiaki Watanabe, 2007, "Block Sampler and Posterior Mode Estimation for A Nonlinear and Non-Gaussian State-space Model with Correlated Errors," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-508, Aug.
• Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan, 2006, "Forecasting VARMA processes using VAR models and subspace-based state space models," MPRA Paper, University Library of Munich, Germany, number 4235, Oct.
• Donald W.K. Andrews & Patrik Guggenberger, 2007, "Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1620, Jul.
• Bijwaard, Govert, 2007, "Instrumental Variable Estimation of Treatment Effects for Duration Outcomes," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2896, Jul.
• Item repec:hal:papers:halshs-00162440_v1 is not listed on IDEAS anymore

• Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007, "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/07, Jul.
• Item repec:dgr:uvatin:20070052 is not listed on IDEAS anymore

• Naoto Kunitomo & Kentaro Akashi, 2007, "The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-503, Jul.
• Housung Jung & Hyeog Ug Kwon, 2007, "An Alternative System GMM Estimation in Dynamic Panel Models," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-217, Jul.
• George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007, "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/07, Jul, revised May 2009.
• Victor Aguirregabiria & Pedro mira, 2007, "Dynamic Discrete Choice Structural Models: A Survey," Working Papers, University of Toronto, Department of Economics, number tecipa-297, Jul.
• Naoto Kunitomo & T. W. Anderson, 2007, "On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-499, Jun.
• Item repec:knz:cofedp:0707 is not listed on IDEAS anymore

• Cunha, Flavio & Heckman, James J. & Navarro, Salvador, 2007, "The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2940, Jul.
• Arturo Estrella, 2007, "Generalized canonical regression," Staff Reports, Federal Reserve Bank of New York, number 288.
• Pesaran, Bahram & Pesaran, M. Hashem, 2007, "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2906, Jul.
• Item repec:dgr:uvatin:20070057 is not listed on IDEAS anymore

• Alexandra M. Schmidt & Ajax R. B. Moreira & Thais C. O. Fonseca & Steven M. Helfand, 2006, "Spatial Stochastic Frontier Models: accounting for unobserved local determinants of inefficiency," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1220, Oct.
• Item repec:udb:wpaper:uwec-2007-25 is not listed on IDEAS anymore

• Arturo Estrella, 2007, "Extracting business cycle fluctuations: what do time series filters really do?," Staff Reports, Federal Reserve Bank of New York, number 289.
• Item repec:hum:wpaper:sfb649dp2007-046 is not listed on IDEAS anymore

Report NEP-ECM-2007-08-08

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: