Report NEP-ECM-2008-07-30

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:

• Spanos, Aris, 2008. "The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling," Economics Discussion Papers 2008-25, Kiel Institute for the World Economy (IfW Kiel).
• Morten Ø. Nielsen & Per Houmann Frederiksen, 2008. "Fully Modified Narrow-band Least Squares Estimation Of Stationary Fractional Cointegration," Working Paper 1171, Economics Department, Queen's University.
• Morten Ø. Nielsen, 2008. "Nonparametric Cointegration Analysis Of Fractional Systems With Unknown Integration Orders," Working Paper 1174, Economics Department, Queen's University.
• Naoto Kunitomo, 2008. "An Optimal Modification of the LIML Estimation for Many Instruments and Persistent Heteroscedasticity," CIRJE F-Series CIRJE-F-576, CIRJE, Faculty of Economics, University of Tokyo.
• Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668, Cowles Foundation for Research in Economics, Yale University.
• Item repec:rim:rimwps:13-08 is not listed on IDEAS anymore

• Item repec:rim:rimwps:14-08 is not listed on IDEAS anymore

• Hong, Seung Hyun & Wagner, Martin, 2008. "Nonlinear Cointegration Analysis and the Environmental Kuznets Curve," Economics Series 224, Institute for Advanced Studies.
• Jennifer Brown & Les Oxley & William Rea & Marco Reale, 2008. "The Empirical Properties of Some Popular Estimators of Long Memory Processes," Working Papers in Economics 08/13, University of Canterbury, Department of Economics and Finance.
• Emanuele Taufer, 2008. "Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes," DISA Working Papers 0805, Department of Computer and Management Sciences, University of Trento, Italy, revised 07 Jul 2008.
• Item repec:hum:wpaper:sfb649dp2008-051 is not listed on IDEAS anymore

• Michele Battisti & Massimo Del Gatto & Christopher F. Parmeter, 2019. "Skill Biased Technical Change and Misallocation. A Unified Framework and a country-sector exercize," Working Paper series 19-08, Rimini Centre for Economic Analysis.
• Item repec:bep:unimip:1071 is not listed on IDEAS anymore

• Mallick, Debdulal, 2008. "Marginal and Interaction Effects in Ordered Response Models," MPRA Paper 9617, University Library of Munich, Germany.
• Valter Di Giacinto & Marcello Pagnini, 2008. "Agglomeration within and between regions: Two econometric based indicators," Temi di discussione (Economic working papers) 674, Bank of Italy, Economic Research and International Relations Area.
• von Kalckreuth, Ulf, 2008. "Panel estimation of state dependent adjustment when the target is unobserved," Discussion Paper Series 1: Economic Studies 2008,09, Deutsche Bundesbank.
• Item repec:bep:unimip:1073 is not listed on IDEAS anymore

• Francisco Peñaranda & Enrique Sentana, 2008. "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2010.
• Item repec:bep:unimip:1068 is not listed on IDEAS anymore

• L. Di Matteo & T. Barbiero, 2018. "Economic Growth and the Public Sector: A Comparison of Canada and Italy, 1870-2013," Working Paper series 18-08, Rimini Centre for Economic Analysis.
• Leon du Toit, 2008. "Optimal HP filtering for South Africa," Working Papers 07/2008, Stellenbosch University, Department of Economics.
• Manca, A & Austin, P. C, 2008. "Using propensity score methods to analyse individual patient-level cost-effectiveness data from observational studies," Health, Econometrics and Data Group (HEDG) Working Papers 08/20, HEDG, c/o Department of Economics, University of York.