Report NEP-ECM-2007-01-13

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.

Other reports in NEP-ECM

The following items were announced in this report:

• Chirok Han & Peter C.B. Phillips, 2007. "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers 1599, Cowles Foundation for Research in Economics, Yale University.
• Peter C.B. Phillips & Jun Yu, 2007. "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers 1597, Cowles Foundation for Research in Economics, Yale University.
• Eduardo Mendes & Alvaro Veiga & MArcelo Cunha Medeiros, 2007. "Estimation And Asymptotic Theory For A New Class Of Mixture Models," Textos para discussão 538, Department of Economics PUC-Rio (Brazil).
• Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary University of London, School of Economics and Finance.
• Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," SSE/EFI Working Paper Series in Economics and Finance 649, Stockholm School of Economics, revised 04 May 2008.
• Chuan Goh, 2007. "Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap," Working Papers tecipa-274, University of Toronto, Department of Economics.
• Peter C.B. Phillips & Jun Yu, 2007. "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers 1596, Cowles Foundation for Research in Economics, Yale University.
• Item repec:cdl:ucsdec:2005-11 is not listed on IDEAS anymore

• Alberto Bisin & Andrea Moro & Giorgio Topa, 2006. "The Empirical Content of Models with Multiple Equilibria," 2006 Meeting Papers 660, Society for Economic Dynamics.
• Item repec:cdl:ucsdec:2006-10 is not listed on IDEAS anymore

• Marco Alfò & Giovanni Trovato, 2004. "Semiparametric Mixture Models for Multivariate Count Data, with Application," CEIS Research Paper 51, Tor Vergata University, CEIS.
• Peter C.B. Phillips & Donggyu Sul, 2007. "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers 1595, Cowles Foundation for Research in Economics, Yale University.
• John K. Dagsvik & Torbjørn Hægeland & Arvid Raknerud, 2006. "Estimation of Earnings- and Schooling Choice Relations: A Likelihood Approach," Discussion Papers 486, Statistics Norway, Research Department.
• Item repec:cdl:ucsdec:2005-03 is not listed on IDEAS anymore

• Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods qf0501, Department of Economics, University of Insubria.
• Jeremy Berkowitz & Peter Christoffersen & Denis Pelletier, 2005. "Evaluating Value-at-Risk models with desk-level data," Working Paper Series 010, North Carolina State University, Department of Economics, revised Dec 2006.
• SErgio Firpo & Nicole M. Fortin & Thomas Lemieux, 2006. "Unconditional Quantile Regressions," Textos para discussão 533, Department of Economics PUC-Rio (Brazil).
• Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
• Timothy J. Halliday, 2006. "Testing for State Dependence with Time-Variant Transition Probabilities," Working Papers 200614, University of Hawaii at Manoa, Department of Economics.
• Item repec:cdl:ucsdec:2006-07 is not listed on IDEAS anymore

• Hisayuki Tsukuma & Tatsuya Kubokawa, 2006. "Simultaneous estimation of normal precision matrices," CIRJE F-Series CIRJE-F-459, CIRJE, Faculty of Economics, University of Tokyo.
• Victor Aguirregabiria, 2006. "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," 2006 Meeting Papers 169, Society for Economic Dynamics.
• Fonseca Giovanni, 2005. "Stability conditions for a Piecewise Deterministic Markov Process," Economics and Quantitative Methods qf0502, Department of Economics, University of Insubria.
• John K. Dagsvik & Gang Liu, 2006. "A Framework for Analyzing Rank Ordered Panel Data with Application to Automobile Demand," Discussion Papers 480, Statistics Norway, Research Department.
• Manfred M. Fischer & Daniel A. Griffith, 2006. "Modeling Spatial Autocorrelation in Spatial Interaction Data: A Comparison of Spatial Econometric and Spatial Filtering Specifications," ERSA conference papers ersa06p10, European Regional Science Association.
• Cerqueti, Roy & Costantini, Mauro, 2006. "Testing for rational bubbles," Economics & Statistics Discussion Papers esdp06030, University of Molise, Department of Economics.
• Rolf Aaberge, 2006. "Gini's Nuclear Family," Discussion Papers 491, Statistics Norway, Research Department.
• Genaro, SUCARRAT, 2006. "The First Stage in Hendry’s Reduction Theory Revisited," Discussion Papers (ECON - Département des Sciences Economiques) 2006041, Université catholique de Louvain, Département des Sciences Economiques.
• Item repec:hal:papers:hal-00122817_v1 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2005-05 is not listed on IDEAS anymore