Report NEP-ECM-2008-05-05This 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:
- Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Discussion Paper, Tilburg University, Center for Economic Research 2008-42, Tilburg University, Center for Economic Research.
- Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1650, Cowles Foundation for Research in Economics, Yale University, revised Oct 2008.
- Mark J Jensen & John M Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Papers tecipa-314, University of Toronto, Department of Economics.
- Patrik Guggenberger, 2008. "The Impact of a Hausman Pretest on the Size of Hypothesis Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1651, Cowles Foundation for Research in Economics, Yale University.
- Clive Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series, Oxford Financial Research Centre 2008fe24, Oxford Financial Research Centre.
- Yamin Ahmad, 2007. "The Effects of Small Sample Bias in Threshold Autoregressive Models," Working Papers 07-01, UW-Whitewater, Department of Economics, revised Jun 2007.
- Christian N. Brinch, 2008. "Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations," Discussion Papers, Research Department of Statistics Norway 539, Research Department of Statistics Norway.
- Item repec:clg:wpaper:2008-25 is not listed on IDEAS anymore
- Bandyopadhyay, Debdas & Das, Arabinda, 2007. "Identifiability of the Stochastic Frontier Models," MPRA Paper 8032, University Library of Munich, Germany, revised Jan 2008.
- Item repec:ris:snbwpa:2008_003 is not listed on IDEAS anymore
- Riccardo Gusso & Uwe Schmock, 2008. "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers 163, Department of Applied Mathematics, UniversitÃ Ca' Foscari Venezia.
- Wong, Woon K, 2008. "A Unique Orthogonal Variance Decomposition," Cardiff Economics Working Papers E2008/10, Cardiff University, Cardiff Business School, Economics Section.
- Jose M. Vidal-Sanz, 2008. "A valid theory on probabilistic causation," Business Economics Working Papers, Universidad Carlos III, Departamento de EconomÃa de la Empresa wb081702, Universidad Carlos III, Departamento de EconomÃa de la Empresa.
- Item repec:ris:snbwpa:2008_005 is not listed on IDEAS anymore