Printed from https://ideas.repec.org/n/nep-ecm/2008-07-30.html
Report NEP-ECM-2008-07-30
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:
- Spanos, Aris, 2008, "The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-25.
- Morten Ø. Nielsen & Per Houmann Frederiksen, 2008, "Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration," Working Paper, Economics Department, Queen's University, number 1171, Jul.
- Morten Ø. Nielsen, 2008, "Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders," Working Paper, Economics Department, Queen's University, number 1174, Jul.
- Naoto Kunitomo, 2008, "An Optimal Modification of the LIML Estimation for Many Instruments and Persistent Heteroscedasticity," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-576, Jul.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1668, Jul.
- Item repec:rim:rimwps:13-08 is not listed on IDEAS anymore
- Item repec:rim:rimwps:14-08 is not listed on IDEAS anymore
- Hong, Seung Hyun & Wagner, Martin, 2008, "Nonlinear Cointegration Analysis and the Environmental Kuznets Curve," Economics Series, Institute for Advanced Studies, number 224, Jul.
- Jennifer Brown & Les Oxley & William Rea & Marco Reale, 2008, "The Empirical Properties of Some Popular Estimators of Long Memory Processes," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/13, Jun.
- Emanuele Taufer, 2008, "Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes," DISA Working Papers, Department of Computer and Management Sciences, University of Trento, Italy, number 0805, Jul, revised 07 Jul 2008.
- Item repec:hum:wpaper:sfb649dp2008-051 is not listed on IDEAS anymore
- Item repec:rim:rimwps:19-08 is not listed on IDEAS anymore
- Item repec:bep:unimip:1071 is not listed on IDEAS anymore
- Mallick, Debdulal, 2008, "Marginal and Interaction Effects in Ordered Response Models," MPRA Paper, University Library of Munich, Germany, number 9617, Jul.
- Valter Di Giacinto & Marcello Pagnini, 2008, "Agglomeration within and between regions: Two econometric based indicators," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 674, Jun.
- von Kalckreuth, Ulf, 2008, "Panel estimation of state dependent adjustment when the target is unobserved," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,09.
- Item repec:bep:unimip:1073 is not listed on IDEAS anymore
- Francisco Peñaranda & Enrique Sentana, 2008, "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1101, Jun, revised Sep 2010.
- Item repec:bep:unimip:1068 is not listed on IDEAS anymore
- Item repec:rim:rimwps:18-08 is not listed on IDEAS anymore
- Leon du Toit, 2008, "Optimal HP filtering for South Africa," Working Papers, Stellenbosch University, Department of Economics, number 07/2008.
- Manca, A & Austin, P. C, 2008, "Using propensity score methods to analyse individual patient-level cost-effectiveness data from observational studies," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 08/20, Jul.