Printed from https://ideas.repec.org/n/nep-ecm/2008-09-13.html
Report NEP-ECM-2008-09-13
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:
- Naoto Kunitomo & Seisho Sato, 2008, "Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-581, Aug.
- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008, "On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-577, Jul.
- Item repec:rim:rimwps:21-08 is not listed on IDEAS anymore
- F Bravo, 2008, "Effcient M-estimators with auxiliary information," Discussion Papers, Department of Economics, University of York, number 08/26, Aug.
- Item repec:rim:rimwps:23-08 is not listed on IDEAS anymore
- Francesco Audrino & Marcelo C. Medeiros, 2008, "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-16, Aug.
- Andrea Mercatanti, 2008, "A likelihood-based analysis for relaxing the exclusion restriction in randomized experiments with imperfect compliance," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 683, Aug.
- Frölich, Markus & Melly, Blaise, 2008, "Identification of Treatment Effects on the Treated with One-Sided Non-Compliance," IZA Discussion Papers, IZA Network @ LISER, number 3671, Aug.
- Eo, Yunjong & Morley, James C., 2008, "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 10372, Sep.
- Carlos Santos, 2008, "A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 052008, Sep.
- Wolfgang Brunauer & Stefan Lang & Peter Wechselberger & Sven Bienert, 2008, "Additive Hedonic Regression Models with Spatial Scaling Factors: An Application for Rents in Vienna," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2008-17, Aug.
- Kraay, Aart, 2008, "Instrumental variables regressions with honestly uncertain exclusion restrictions," Policy Research Working Paper Series, The World Bank, number 4632, May.
- Item repec:rim:rimwps:26-08 is not listed on IDEAS anymore
- Item repec:rim:rimwps:22-08 is not listed on IDEAS anymore
- Kengo Kato & Naoto Kunitomo & Satoshi Masuda, 2008, ""Lasso-Quantile Regression and its Application to a Non-life Insurance Problem"(in Japanese)," CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-J-203, Aug.
- Gemechis D. Djira & Frank Schaarschmidt & Bichaka Fayissa, 2008, "Inferences for Selected Location Quotients with Applications to Health Outcomes," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200809, Sep.
- Gautam Tripathi, 2008, "GMM Based Inference with Standard Stratified Samples when the Aggregate Shares are Known," Working papers, University of Connecticut, Department of Economics, number 2008-31, Sep, revised Nov 2009.
- William Greene, 2008, "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-9.
- Tatevik Sekhposyan & Barbara Rossi, 2008, "Has modelsí forecasting performance for US output growth and inflation changed over time, and when?," Working Papers, Duke University, Department of Economics, number 09-02.
- Claude Lopez & Christian J. Murray & David H. Papell, 2008, "Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2008-05, revised 2008.
- Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2008, "Are EU budgets stationary?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2008_07, Sep, revised Sep 2008.
- Camarda, Carlo Giovanni & Durbán, María, 2008, "Goodness of fit in models for mortality data," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws083909, Sep.
- Michael Greenacre, 2008, "Measuring subcompositional incoherence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1106, Aug, revised Jan 2011.
- Item repec:dgr:eureri:1765013181 is not listed on IDEAS anymore
- Item repec:rim:rimwps:24-08 is not listed on IDEAS anymore
- Schrimpf, Andreas, 2008, "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-048.
- Håvard Hungnes, 2008, "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers, Statistics Norway, Research Department, number 556, Sep.
- Beck, Thorsten, 2008, "The econometrics of finance and growth," Policy Research Working Paper Series, The World Bank, number 4608, Apr.
- Item repec:dgr:eureri:1765013180 is not listed on IDEAS anymore
- William H. Greene & David A. Hensher, 2008, "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-26.