NEP-ECM-2008-03-15

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2008-03-15

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.

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

Mueller, Ulrich, 2008. "An Alternative Sense of Asymptotic Efficiency," MPRA Paper 7741, University Library of Munich, Germany. [Downloadable!]
Russell Davidson & James G. MacKinnon, 2008. "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Working Papers 1157, Queen's University, Department of Economics. [Downloadable!]
Walter Sosa Escudero & Anil K. Bera, 2008. "Tests for Unbalanced Error Component Models Under Local Misspecication," Working Papers 0065, CEDLAS, Universidad Nacional de La Plata. [Downloadable!]
Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
Adrian R. Pagan & M. Hashem Pesaran, 2008. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers 2008-04, School of Economics, The University of New South Wales. [Downloadable!]
Gorodnichenko, Yuriy, 2008. "Using Firm Optimization to Evaluate and Estimate Returns to Scale," IZA Discussion Papers 3368, Institute for the Study of Labor (IZA). [Downloadable!]
Item repec:hal:papers:halshs-00185369_v1 is not listed on IDEAS anymore
Riccardo Borgoni & Peter W. F. Smith & Ann M. Berrington, 2008. "Simulating interventions in graphical chain models for longitudinal data," Working Papers 20080301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica. [Downloadable!]
Juselius, Mikael, 2008. "Cointegration implications of linear rational expectation models," Research Discussion Papers 6/2008, Bank of Finland. [Downloadable!]
Terje Skjerpen, 2008. "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers 532, Research Department of Statistics Norway. [Downloadable!]
Buehn, Andreas & Schneider, Friedrich, 2008. "MIMIC Models, Cointegration and Error Correction: An Application to the French Shadow Economy," IZA Discussion Papers 3306, Institute for the Study of Labor (IZA). [Downloadable!]
Neil Shephard & Torben G. Andersen, 2008. "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series 2008fe23, Oxford Financial Research Centre. [Downloadable!]
Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Discussion Paper 2008-26, Tilburg University, Center for Economic Research. [Downloadable!]
Item repec:hal:papers:halshs-00185374_v1 is not listed on IDEAS anymore
Guillaume, HORNY, 2007. "Heterogeneite non observee dans les modeles de duree," Discussion Papers (ECON - DÃ©partement des Sciences Economiques) 2007046, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]

This page was last updated on 2009-11-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.