Report NEP-ECM-2007-11-10

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:

• Item repec:rim:rimwps:38-07 is not listed on IDEAS anymore

• Item repec:rim:rimwps:40-07 is not listed on IDEAS anymore

• Pötscher, Benedikt M. & Leeb, Hannes, 2007. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," MPRA Paper 5615, University Library of Munich, Germany.
• Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "A note on the determinants of NFTs returns," Working Paper series 24-07, Rimini Centre for Economic Analysis.
• Item repec:rim:rimwps:44-07 is not listed on IDEAS anymore

• Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2007. "Expectations Hypothesis Tests in the Presence of Model Uncertainty," Discussion Paper Series 0703, Institute of Economic Research, Korea University.
• Marco Capasso & Lucia Alessi & Matteo Barigozzi & Giorgio Fagiolo, 2007. "On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: The case of unknown parameters," LEM Papers Series 2007/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A., 2007. "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," IZA Discussion Papers 3095, Institute of Labor Economics (IZA).
• Ivana Komunjer & Michael T. Owyang, 2007. "Multivariate forecast evaluation and rationality testing," Working Papers 2007-047, Federal Reserve Bank of St. Louis.
• Gusztav Morvav & Benjamin Weiss, 2007. "On Sequential Estimation and Prediction for Discrete Time Series," Discussion Paper Series dp464, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Myoung-jae Lee, 2007. "Method-of-Moment View of Linear Simultaneous Equation Systems," Discussion Paper Series 0719, Institute of Economic Research, Korea University.
• Hiroaki Chigira & Tsunemasa Shiba, 2007. "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Hi-Stat Discussion Paper Series d07-221, Institute of Economic Research, Hitotsubashi University.
• Matteo Pelagatti, 2007. "Modelling good and bad volatility," Working Papers 20071101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
• Item repec:rim:rimwps:49-07 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200786 is not listed on IDEAS anymore

• Charles McCulloch, 2007. "Prediction of random effects and effects of misspecification of their distribution," West Coast Stata Users' Group Meetings 2007 12, Stata Users Group.
• Myoung-jae Lee, 2007. "Difference in Generalized-Differences with Panel Data: Effects of Moving from Private to Public School on Test Scores," Discussion Paper Series 0721, Institute of Economic Research, Korea University.
• Christopher L. Gilbert & Francesca Modena, 2007. "Models for Non-Exclusive Multinomial Choice, with Application to Indonesian Rural Households," Department of Economics Working Papers 0724, Department of Economics, University of Trento, Italia.
• Alex Novikov & Nino Kordzakhia, 2007. "Martingales and First Passage Times of AR(1) Sequences," Research Paper Series 205, Quantitative Finance Research Centre, University of Technology, Sydney.