Report NEP-ECM-2009-02-07
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:ecb:ecbwps:20090998 is not listed on IDEAS anymore
- Chen, Xiaohong & Pouzo, Demian, 2008, "Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals," Working Papers, Yale University, Department of Economics, number 38, Feb.
- Chen, Xiaohong & Hong, Han & Tarozzi, Alessandro, 2008, "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," Working Papers, Yale University, Department of Economics, number 42, Mar.
- Nielsen, Morten, 2008, "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers, Cornell University, Center for Analytic Economics, number 08-05, May.
- Chen, Xiaohong & Pouzo, Demian, 2008, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers, Yale University, Department of Economics, number 47, Apr.
- Item repec:ecl:ucdeco:08-5 is not listed on IDEAS anymore
- Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009, "Adaptive Experimental Design Using the Propensity Score," Working Papers, Economic Growth Center, Yale University, number 969, Jan.
- Jing, Li, 2009, "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper, University Library of Munich, Germany, number 13086, Jan.
- James J. Heckman & Sergio Urzua, 2009, "Comparing IV With Structural Models: What Simple IV Can and Cannot Identify," NBER Working Papers, National Bureau of Economic Research, Inc, number 14706, Feb.
- Wagner Piazza Gaglianone & João Victor Issler, 2008, "An Econometric Contribution to the Intertemporal Approach of the Current Account," Working Papers Series, Central Bank of Brazil, Research Department, number 178, Dec.
- Item repec:esx:essedp:664 is not listed on IDEAS anymore
- Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2008, "Nonlinearity and Temporal Dependence," Working Papers, Yale University, Department of Economics, number 48, May.
- Jian Wang & Jason J. Wu, 2009, "The Taylor rule and forecast intervals for exchange rates," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 963.
- Ait-Sahalia, Yacine & Kimmel, Robert L., 2008, "Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-19, Oct.
- Item repec:ecb:ecbwps:200901001 is not listed on IDEAS anymore
- Kiefer, Nicholas M. & Racine, Jeffrey S., 2008, "The Smooth Colonel Meets the Reverend," Working Papers, Cornell University, Center for Analytic Economics, number 08-01, May.
- Item repec:hal:wpaper:hal-00350652_v1 is not listed on IDEAS anymore
- Martellosio, Federico, 2008, "Some correlation properties of spatial autoregressions," MPRA Paper, University Library of Munich, Germany, number 13141, Oct.
- Kiefer, Nicholas M., 2008, "Default Estimation, Correlated Defaults, and Expert Information," Working Papers, Cornell University, Center for Analytic Economics, number 08-02, Apr.
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