Report NEP-ECM-2007-02-24
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:
- Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University.
- Frank Windmeijer, 2006. "GMM for panel count data models," CeMMAP working papers CWP21/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Adam Rosen, 2006. "Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities," CeMMAP working papers CWP25/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alex Maynard & Katsumi Shimotsu, 2007. "Covariance-based Orthogonality Tests For Regressors With Unknown Persistence," Working Paper 1122, Economics Department, Queen's University.
- Item repec:qut:rwolff:2006-11 is not listed on IDEAS anymore
- Item repec:qut:rwolff:2006-10 is not listed on IDEAS anymore
- Item repec:qut:rwolff:2006-5 is not listed on IDEAS anymore
- Giuseppe Ragusa, 2007. "Bayesian Likelihoods for Moment Condition Models," Working Papers 060714, University of California-Irvine, Department of Economics.
- Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei.
- Item repec:qut:rwolff:2006-4 is not listed on IDEAS anymore
- Grant Hillier, 2006. "Exact properties of the conditional likelihood ratio test in an IV regression model," CeMMAP working papers CWP23/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Item repec:qut:rwolff:2006-8 is not listed on IDEAS anymore
- Item repec:qut:rwolff:2006-14 is not listed on IDEAS anymore
- Item repec:qut:rwolff:2006-12 is not listed on IDEAS anymore
- Christian Hansen & Jerry Hausman & Whitney K. Newey, 2006. "Estimation with many instrumental variables," CeMMAP working papers CWP19/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Del Negro, Marco & Schorfheide, Frank, 2007. "Forming Priors for DSGE Models (and How It Affects the Assessment of Nominal Rigidities)," CEPR Discussion Papers 6119, C.E.P.R. Discussion Papers.
- Matthew C. Harding & Jerry Hausman, 2006. "Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares," CeMMAP working papers CWP20/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mauro Costantini & Roy Cerqueti, 2007. "Non parametric Fractional Cointegration Analysis," ISAE Working Papers 78, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Juncal Cuñado & Luis A. Gil-Alaña, 2007. "Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models," Faculty Working Papers 02/07, School of Economics and Business Administration, University of Navarra.
- Item repec:qut:rwolff:2006-13 is not listed on IDEAS anymore
- Grant Hillier, 2006. "On the conditional likelihood ratio test for several parameters in IV regression," CeMMAP working papers CWP26/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mark B. Stewart, 1982. "On Least Squares Estimation When the Dependent Variable is Grouped," Working Papers 539, Princeton University, Department of Economics, Industrial Relations Section..
- Marco Fioramanti, 2006. "Predicting Sovereign Debt Crises Using Artificial Neural Networks: A Comparative Approach," ISAE Working Papers 72, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
- Stambaugh, Robert F. & Pástor, Luboš, 2007. "Predictive Systems: Living with Imperfect Predictors," CEPR Discussion Papers 6076, C.E.P.R. Discussion Papers.
- Jasso, Guillermina & Kotz, Samuel, 2007. "A New Continuous Distribution and Two New Families of Distributions Based on the Exponential," IZA Discussion Papers 2598, Institute of Labor Economics (IZA).
- Ricardo Gimeno & Juan M. Nave, 2006. "Genetic algorithm estimation of interest rate term structure," Working Papers 0634, Banco de España.