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Report NEP-ECM-2008-11-25
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:
- Pascal Lavergne & Valentin Patilea, 2008, "Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory," Discussion Papers, Department of Economics, Simon Fraser University, number dp08-08, Nov.
- Xiaohong Chen & Yanqin Fan & Demian Pouzo & Zhiliang Ying, 2008, "Estimation and Model Selection of Semiparametric Multivariate Survival Functions under General Censorship," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1683, Nov.
- Item repec:cty:dpaper:0815 is not listed on IDEAS anymore
- Pascal Lavergne & Valentin Patilea, 2008, "One for All and All for One:Regression Checks With Many Regressors," Discussion Papers, Department of Economics, Simon Fraser University, number dp08-06, Nov.
- Item repec:udb:wpaper:uwec-2008-04 is not listed on IDEAS anymore
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K. & TAAMOUTI, Abderrahim, 2008, "Asymptotic properties of the Bernstein density copula for dependent data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008045, Jul.
- S. Sanfelici & M. E. Mancino, 2008, "Covariance estimation via Fourier method in the presence of asynchronous trading and microstructure noise," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2008-ME01.
- WANG , Shin-Huei & HSIAO, Cheng, 2008, "An easy test for two stationary long processes being uncorrelated via AR approximations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008047, Aug.
- Kukenova, Madina & Monteiro, Jose-Antonio, 2008, "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper, University Library of Munich, Germany, number 11569, Jul, revised Nov 2008.
- Patrick Richard, 2008, "Modified Fast Double Sieve Bootstraps for ADF Tests," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 08-17.
- Eric Zivot, 2008, "Practical Issues in the Analysis of Univariate GARCH Models," Working Papers, University of Washington, Department of Economics, number UWEC-2008-03-FC, Apr.
- Item repec:udb:wpaper:uwec-2008-20 is not listed on IDEAS anymore
- Jun Ma & Charles R. Nelson, 2008, "Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components," Working Papers, University of Washington, Department of Economics, number UWEC-2008-06-R, Sep, revised Sep 2008.
- Rosella Castellano & Luisa Scaccia, 2007, "Bayesian inference for Hidden Markov Model," Working Papers, Macerata University, Department of Finance and Economic Sciences, number 43-2007, Oct, revised Oct 2008.
- Item repec:udb:wpaper:uwec-2008-15 is not listed on IDEAS anymore
- Goetz, Linde & von Cramon-Taubadel, Stephan, 2008, "Considering threshold effects in the long-run equilibrium in a vector error correction model: An application to the German apple market," 2008 International Congress, August 26-29, 2008, Ghent, Belgium, European Association of Agricultural Economists, number 44247, DOI: 10.22004/ag.econ.44247.
- J. G. Hirschberg, J. N. Lye & D. J. Slottje, 2008, "Confidence Intervals for Estimates of Elasticities," Department of Economics - Working Papers Series, The University of Melbourne, number 1053.
- Blundell, Richard & Costa Dias, Monica, 2008, "Alternative Approaches to Evaluation in Empirical Microeconomics," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3800, Oct.
- William E Griffiths & Lisa S Newton & Christopher J O’Donnell, 2008, "Predictive Densities for Shire Level Wheat Yield in Western Australia," Department of Economics - Working Papers Series, The University of Melbourne, number 1051.
- Kohei Enami & John Mullahy, 2008, "Tobit at Fifty: A Brief History of Tobin's Remarkable Estimator, of Related Empirical Methods, and of Limited Dependent Variable Econometrics in Health Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 14512, Nov.
- Item repec:udb:wpaper:uwec-2008-23 is not listed on IDEAS anymore
- John W. Galbraith & Simon van Norden, 2008, "The Calibration of Probabilistic Economic Forecasts," CIRANO Working Papers, CIRANO, number 2008s-28, Nov.