Report NEP-ECM-2006-09-30

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:

• Tong Li, 2006. "Simulation based selection of competing structural econometric models," CeMMAP working papers CWP16/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Yingyao Hu & Susanne M. Schennach, 2006. "Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments," CeMMAP working papers CWP17/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
• Hidehiko Ichimura & Sokbae (Simon) Lee, 2006. "Characterization of the asymptotic distribution of semiparametric M-estimators," CeMMAP working papers CWP15/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Russell Davidson & James MacKinnon, 2006. "Moments Of Iv And Jive Estimators," Departmental Working Papers 2006-22, McGill University, Department of Economics.
• Heckman, James J. & Urzua, Sergio & Vytlacil, Edward, 2006. "Understanding Instrumental Variables in Models with Essential Heterogeneity," IZA Discussion Papers 2320, Institute of Labor Economics (IZA).
• Lennard van Gelder & Ad Stokman, 2006. "Regime transplants in GDP growth forecasting: A recipe for better predictions?," DNB Working Papers 106, Netherlands Central Bank, Research Department.
• George Kapetanios & Vincent Labhard & Simon Price, 2005. "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers 268, Bank of England.
• Xiujian Chen & Shu Lin & W. Robert Reed, 2006. "Another Look at what to do with Time-series Cross-section Data," Working Papers in Economics 06/04, University of Canterbury, Department of Economics and Finance.
• Russell Davidson & James MacKinnon, 2006. "The Case Against Jive," Departmental Working Papers 2004-02, McGill University, Department of Economics.
• Russell Davidson & Jean-Yves Duclos, 2006. "Testing For Restricted Stochastic Dominance," Departmental Working Papers 2006-20, McGill University, Department of Economics.
• Annabelle Mourougane, 2006. "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers 515, OECD Publishing.
• Item repec:dgr:kubcen:200686 is not listed on IDEAS anymore

• Richard Blundell & Martin Browning & Ian Crawford, 2005. "Best nonparametric bounds on demand responses," IFS Working Papers W05/20, Institute for Fiscal Studies.
• Davezies, Laurent & D'Haultfoeuille, Xavier & Fougère, Denis, 2006. "Identification of Peer Effects Using Group Size Variation," IZA Discussion Papers 2324, Institute of Labor Economics (IZA).
• Russell Davidson & Emmanuel Flachaire, 2006. "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers 2005-06, McGill University, Department of Economics.
• Hlávka, Zdeněk & Peésta, Michal, 2006. "Constrained general regression in pseudo-Sobolev spaces with application to option pricing," SFB 649 Discussion Papers 2006-069, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Jumah, Adusei & Kunst, Robert M., 2006. "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series 192, Institute for Advanced Studies.
• Westerlund, Joakim & Costantini, Mauro, 2006. "Panel Cointegration and the Neutrality of Money," Working Papers 2006:18, Lund University, Department of Economics.
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004. "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers 02-2005, Singapore Management University, School of Economics, revised Jan 2005.
• Jesus Crespo Cuaresma & Gernot Doppelhofer, 2006. "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Vienna Economics Papers 0608, University of Vienna, Department of Economics.