Report NEP-ECM-2007-08-27

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:

• William J. McCausland & Shirley Miller & Denis Pelletier, 2007. "A New Approach to Drawing States in State Space Models," Working Paper Series 014, North Carolina State University, Department of Economics, revised Aug 2007.
• Mikkel Barslund, 2007. "Estimation of Tobit Type Censored Demand Systems: A Comparison of Estimators," Discussion Papers 07-16, University of Copenhagen. Department of Economics.
• James G. MacKinnon & Russell Davidson, 2007. "Wild Bootstrap Tests For Iv Regression," Working Paper 1135, Economics Department, Queen's University.
• Paul Grootendorst, 2007. "A review of instrumental variables estimation in the applied health sciences," Social and Economic Dimensions of an Aging Population Research Papers 215, McMaster University.
• Eric Hillebrand & Marcelo Cunha Medeiros, 2007. "Forecasting realized volatility models:the benefits of bagging and nonlinear specifications," Textos para discussão 547, Department of Economics PUC-Rio (Brazil).
• Andreas Pick, 2007. "Financial contagion and tests using instrumental variables," DNB Working Papers 139, Netherlands Central Bank, Research Department.
• David Roodman, 2007. "A Note on the Theme of Too Many Instruments," Working Papers 125, Center for Global Development.
• Ito, Seiro, 2007. "Bounding ATE with ITT," IDE Discussion Papers 106, Institute of Developing Economies, Japan External Trade Organization(JETRO).
• Peter Huber & Michael Pfaffermayr, 2007. "The Anatomy of the Firm Size Distribution: The Evolution of its Variance and Skewness," WIFO Working Papers 295, WIFO.