Report NEP-ECM-2008-12-07

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

• Nikolaus Hautsch, 2008. "Testing Multiplicative Error Models Using Conditional Moment Tests," SFB 649 Discussion Papers SFB649DP2008-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Leandro M. Magnusson, 2008. "Tests in Censored Models when the Structural Parameters Are Not Identified," Working Papers 0802, Tulane University, Department of Economics. [Downloadable!]
• Thomas Flury & Neil Shephard, 2008. "Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models," OFRC Working Papers Series 2008fe32, Oxford Financial Research Centre. [Downloadable!]
• Leandro M. Magnusson, 2008. "Inference in Limited Dependent Variable Models Robust to Weak Identification," Working Papers 0801, Tulane University, Department of Economics, revised Apr 2009. [Downloadable!]
• John Geweke & Gianni Amisano, 2008. "Comparing and evaluating Bayesian predictive distributions of asset returns," Working Paper Series 969, European Central Bank. [Downloadable!]
• Laurent Lamy, 2008. "The econometrics of auctions with asymmetric anonymous bidders," PSE Working Papers 2008-64, PSE (Ecole normale supérieure). [Downloadable!]
• Daniel O. Beltran & David Draper, 2008. "Estimating the parameters of a small open economy DSGE model: identifiability and inferential validity," International Finance Discussion Papers 955, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• John K. Dagsvik, Torbjørn Hægeland and Arvid Raknerud, 2008. "Estimating the Returns to Schooling: A Likelihood Approach Based on Normal Mixtures," Discussion Papers 567, Research Department of Statistics Norway. [Downloadable!]
• Gregor Bäurle, 2008. "Priors from DSGE Models for Dynamic Factor Analysis," Diskussionsschriften dp0803, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
• Marc Hallin, 2008. "On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance," ECARES Working Papers 2008_039, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Strid, Ingvar, 2008. "Metropolis-Hastings prefetching algorithms," Working Paper Series in Economics and Finance 706, Stockholm School of Economics. [Downloadable!]
• Les Oxley & Marco Reale & Granville Tunnicliffe Wilson, 2008. "Constructing Structural VAR Models with Conditional Independence Graphs," Working Papers in Economics 08/19, University of Canterbury, Department of Economics. [Downloadable!]
• Item repec:cin:ucecwp:2008-10 is not listed on IDEAS anymore

• Jian Wang & Jason J. Wu, 2008. "The Taylor rule and forecast intervals for exchange rates," Globalization and Monetary Policy Institute Working Paper 22, Federal Reserve Bank of Dallas. [Downloadable!]
• Meredith Beechey & Erik Hjalmarsson & Par Osterholm, 2008. "Testing the expectations hypothesis when interest rates are near integrated," International Finance Discussion Papers 953, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Arthur Lewbel & Krishna Pendakur, 2008. "Estimation of Collective Household Models With Engel Curves," Boston College Working Papers in Economics 694, Boston College Department of Economics. [Downloadable!]
• Crépon, Bruno & Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J., 2008. "Active Labor Market Policy Effects in a Dynamic Setting," IZA Discussion Papers 3848, Institute for the Study of Labor (IZA). [Downloadable!]
• Lutz Kilian & Clara Vega, 2008. "Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices," International Finance Discussion Papers 957, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Andersson, Eva, 2008. "Hotelling´s T2 Method in Multivariate On-line Surveillance. On the Delay of an Alarm," Research Reports 2008:3, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University. [Downloadable!]

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