Printed from https://ideas.repec.org/n/nep-ecm/2009-08-22.html
Report NEP-ECM-2009-08-22
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:
- Xiaohong Chen & Wei Biao Wu Wu & Yanping Yi, 2009, "Efficient estimation of copula-based semiparametric Markov models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/09, Mar.
- Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009, "Intersection Bounds: estimation and inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/09, Jul.
- Pablo Guerrón-Quintana & Atsushi Inoue & Lutz Kilian, 2009, "Frequentist inference in weakly identified DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 09-13.
- Xiaohong Chen & Demian Pouzo, 2009, "Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/09, Jul.
- Victor Chernozhukov & Roberto Rigobon & Thomas M. Stoker, 2009, "Set identification with Tobin regressors," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/09, May.
- Mohitosh Kejriwal & Pierre Perron & Jing Zhou, 2009, "Wald Tests for Detecting Multiple Structural Changes in Persistence," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1223, Aug.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2009, "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/09, Jul.
- Manuel Arellano & Stéphane Bonhomme, 2009, "Identifying distributional characteristics in random coefficients panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/09, Aug.
- Le-Yu Chen, 2009, "Identification of structural dynamic discrete choice models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/09, May.
- Steven T. Berry & Philip A. Haile, 2009, "Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers," NBER Working Papers, National Bureau of Economic Research, Inc, number 15276, Aug.
- Caner, Mehmet & Morrill, Melinda, 2009, "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper, University Library of Munich, Germany, number 16790, Aug.
- Le-Yu Chen & Jerzy Szroeter, 2009, "Hypothesis testing of multiple inequalities: the method of constraint chaining," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/09, Jun.
- Alexandre Belloni & Victor Chernozhukov, 2009, "L1-Penalized quantile regression in high-dimensional sparse models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/09, May.
- Kim, Hyeongwoo & Durmaz, Nazif, 2009, "Bias Correction and Out-of-Sample Forecast Accuracy," MPRA Paper, University Library of Munich, Germany, number 16780, May.
- Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-638, Aug.
- Xiaohong Chen & Lars Peter Hansen & Jose A. Scheinkman, 2009, "Principal components and the long run," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/09, May.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009, "Inference on counterfactual distributions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/09, May.
- Item repec:hal:journl:hal-00168716_v1 is not listed on IDEAS anymore
- Frank S. Nielsen & Morten Ø. Nielsen & Niels Haldrup, 2009, "A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching," Working Paper, Economics Department, Queen's University, number 1211, Aug.
- Yingyong Dong & Arthur Lewbel, 2009, "Nonparametric identification of a binary random factor in cross section data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/09, Jul.
- Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2009, "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-637, Aug.
- Walter Beckert, 2009, "Empirical analysis of buyer power," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/09, Jul.
- Christelis, Dimitris & Sanz-de-Galdeano, Anna, 2009, "Smoking Persistence Across Countries: An Analysis Using Semi-Parametric Dynamic Panel Data Models with Selectivity," IZA Discussion Papers, IZA Network @ LISER, number 4336, Jul.
- Wolfgang Jagodzinski & Christof Wolf, 2009, "Access to and Documentation of Publicly Financed Survey Data," RatSWD Working Papers, German Data Forum (RatSWD), number 84.
- Richard Blundell & Joel L. Horowitz & Matthias Parey, 2009, "Measuring the price responsiveness of gasoline demand," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/09, Apr.
- Sanghamitra Bandyopadhyay & Frank A. Cowell & Emmanual Flachaire, 2009, "Goodness-of-Fit: An Economic Approach," Economics Series Working Papers, University of Oxford, Department of Economics, number 444, Aug.