Report NEP-ECM-2003-08-31

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Other reports in NEP-ECM

The following items were anounced in this report:

• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche 2003-08, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
• René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003. "Forecasting and Analyzing World Commodity Prices," Working Papers 03-24, Bank of Canada. [Downloadable!]
• DUFOUR, Jean-Marie & NEIFAR, Malika, 2003. "Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes," Cahiers de recherche 2003-11, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
• Petzold, Max & Jonsson, Robert, 2003. "Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression," Working Papers in Economics 102, Göteborg University, Department of Economics. [Downloadable!]
• DUFOUR, Jean-Marie, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche 2003-12, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
• Lars Sondergaard, 2003. "Using Instrumental Variables to Estimate the Share of Backward- Looking Firms," Macroeconomics 0308009, EconWPA. [Downloadable!]
• Samuel Copt & Maria-Pia Victoria-Feser, 2003. "Variable Fast algorithms for computing high breakdown covariance matrices with missing data," Cahiers du Département d'Econométrie 2003.04, Département d'Econométrie, Université de Genève. [Downloadable!]
• Jeannette H.C. Woerner, 2002. "Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models," OFRC Working Papers Series 2002mf05, Oxford Financial Research Centre. [Downloadable!]
• DUFOUR, Jean-Marie & TAAMOUTI, Mohamed, 2003. "Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments," Cahiers de recherche 2003-10, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
• DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche 2003-09, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
• Philippe Huber & Elvezio Ronchetti & Maria-Pia Victoria-Feser, 2003. "Variable Estimation of Generalized Linear Latent Variable Models," Cahiers du Département d'Econométrie 2003.05, Département d'Econométrie, Université de Genève. [Downloadable!]

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