Report NEP-ECM-2004-06-22This 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.
The following items were announced in this report:
- B.P.M. McCabe & G.M. Martin & R.K. Freeland, 2004. "Testing for Dependence in Non-Gaussian Time Series Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 13/04, Monash University, Department of Econometrics and Business Statistics.
- Domenica Giannone & Lucrezia Reichlin & Luca Sala, 2004. "VARs, Common Factors and the Empirical Validation of Equilibrium Business Cycle Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University 258, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Catherine Doz & Éric Renault, 2004. "Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation," CIRANO Working Papers, CIRANO 2004s-37, CIRANO.
- Hélène Bonnal & Éric Renault, 2004. "On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood," CIRANO Working Papers, CIRANO 2004s-18, CIRANO.