Report NEP-ECM-2008-03-15This 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:
- Mueller, Ulrich, 2008. "An Alternative Sense of Asymptotic Efficiency," MPRA Paper 7741, University Library of Munich, Germany.
- Russell Davidson & James G. MacKinnon, 2008. "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Working Papers, Queen's University, Department of Economics 1157, Queen's University, Department of Economics.
- Walter Sosa Escudero & Anil K. Bera, 2008. "Tests for Unbalanced Error Component Models Under Local Misspecication," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata 0065, CEDLAS, Universidad Nacional de La Plata.
- Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" 0064, Dipartimento di Scienze Economiche "Marco Fanno".
- Adrian R. Pagan & M. Hashem Pesaran, 2008. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers, School of Economics, The University of New South Wales 2008-04, School of Economics, The University of New South Wales.
- Gorodnichenko, Yuriy, 2008. "Using Firm Optimization to Evaluate and Estimate Returns to Scale," IZA Discussion Papers 3368, Institute for the Study of Labor (IZA).
- 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, UniversitÃ degli Studi di Milano-Bicocca, Dipartimento di Statistica 20080301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Juselius, Mikael, 2008. "Cointegration implications of linear rational expectation models," Research Discussion Papers, Bank of Finland 6/2008, Bank of Finland.
- Terje Skjerpen, 2008. "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers, Research Department of Statistics Norway 532, Research Department of Statistics Norway.
- 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).
- Neil Shephard & Torben G. Andersen, 2008. "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series, Oxford Financial Research Centre 2008fe23, Oxford Financial Research Centre.
- Rennen, G., 2008. "Subset Selection from Large Datasets for Kriging Modeling," Discussion Paper, Tilburg University, Center for Economic Research 2008-26, Tilburg University, Center for Economic Research.
- 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), UniversitÃ© catholique de Louvain, DÃ©partement des Sciences Economiques 2007046, Université catholique de Louvain, Département des Sciences Economiques.