Report NEP-ECM-2008-03-15

Subscribe to this report
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!]
• Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle, 2008. "Changing regime volatility: A fractionally integrated SETAR model," Pre- and Post-Print documents halshs-00185369_v1, HAL. [Downloadable!]
• 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!]
• Dominique Guegan & Cyril Caillault, 2008. "Forecasting VaR and Expected shortfall using dynamical Systems : a risk Management Strategy," Pre- and Post-Print documents halshs-00185374_v1, HAL. [Downloadable!]
• Guillaume, HORNY, 2008. "Hétérogénéité non observée dans les modèles de durée," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2007046, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]

This page was last updated on 2008-7-20.