Report NEP-ECM-2005-06-05

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• José A. Hernández, 2005. "A note on the asymptotic efficiency of the restricted estimation," Documentos de trabajo conjunto ULL-ULPGC 2005-01, Facultad de Ciencias Económicas de la ULPGC.
• Item repec:dgr:kubcen:200567 is not listed on IDEAS anymore

• Åslund, Olof & Nordström Skans, Oskar, 2005. "Measuring conditional segregation: methods and empirical examples," Working Paper Series 2005:12, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Giovanni Forchini, 2005. "On the Bimodality of the Exact Distribution of the TSLS Estimator," Monash Econometrics and Business Statistics Working Papers 14/05, Monash University, Department of Econometrics and Business Statistics.
• D. S. Poskitt & C. L. Skeels, 2004. "Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model," Monash Econometrics and Business Statistics Working Papers 29/04, Monash University, Department of Econometrics and Business Statistics.
• Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 15/05, Monash University, Department of Econometrics and Business Statistics.
• Yacine Ait-Sahalia & Per A. Mykland & Lan Zhang, 2005. "Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise," NBER Working Papers 11380, National Bureau of Economic Research, Inc.
• Stephen E. Haynes, 2005. "The Empirical Trap of Sign Reversals with Equality Restrictions," University of Oregon Economics Department Working Papers 2005-8, University of Oregon Economics Department.
• Javier Hualde, 2005. "Unbalanced Cointegration," Faculty Working Papers 06/05, School of Economics and Business Administration, University of Navarra.
• Juan Carlos Escanciano, 2005. "On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions," Faculty Working Papers 07/05, School of Economics and Business Administration, University of Navarra.
• Posch Peter N. & Loeffler Gunter & Schoene Christiane, 2005. "Bayesian Methods for Improving Credit Scoring Models," Finance 0505024, University Library of Munich, Germany.
• Joseph P. Romano & Michael Wolf, "undated". "Control of Generalized Error Rates in Multiple Testing," IEW - Working Papers 245, Institute for Empirical Research in Economics - University of Zurich.
• John C. Whitehead, 2005. "Improving Willingness to Pay Estimates for Quality Improvements through Joint Estimation with Quality Perceptions," Working Papers 05-09, Department of Economics, Appalachian State University.