NEP-ECM-2006-07-09

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2006-07-09

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 anounced in this report:

Yuichi Kitamura, 2006. "Empirical Likelihood Methods in Econometrics: Theory and Practice," Cowles Foundation Discussion Papers 1569, Cowles Foundation, Yale University. [Downloadable!]
Manuel A. Domínguez & Ignacio N. Lobato, 2006. "A Consistent Specification Test For Models Defined By Conditional Moment Restrictions," Economics Working Papers we064111, Universidad Carlos III, Departamento de Economía. [Downloadable!]
Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City. [Downloadable!]
Russell Davidson & James G. MacKinnon, 2006. "Moments of IV and JIVE Estimators," Working Papers 1085, Queen's University, Department of Economics. [Downloadable!]
Albert Satorra & Eva Ventura & Alex Costa, 2006. "Improving small area estimation by combining surveys: new perspectives in regional statistics," Economics Working Papers 969, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Einmahl, John H.J. & Fils-Villetard, Amelie & Guillou, Armelle, 2006. "Statistics of extremes under random censoring," Discussion Paper 62, Tilburg University, Center for Economic Research. [Downloadable!]
Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006. "Assessing Structural VARs," NBER Working Papers 12353, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Norman Morin, 2006. "Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements," Finance and Economics Discussion Series 2006-21, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Gary S. Anderson, 2006. "Solving linear rational expectations models: a horse race," Finance and Economics Discussion Series 2006-26, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
James H. Stock & Mark W. Watson, 2006. "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers 12324, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Anders B. Trolle & Eduardo S. Schwartz, 2006. "A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives," NBER Working Papers 12337, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Ángel León & Juan Nave & Gonzalo Rubio, 2005. "The Relationship between Risk and Expected Return in Europe," DFAEII Working Papers 200508, University of the Basque Country - Department of Foundations of Economic Analysis II, revised 04 Jul 2006. [Downloadable!]
James Heckman, 2006. "Contributions of Zvi Griliches," NBER Working Papers 12318, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

This page was last updated on 2009-11-29.

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