Printed from https://ideas.repec.org/n/nep-ecm/2004-02-08.html
Report NEP-ECM-2004-02-08
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, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Item repec:dgr:kubcen:2003132 is not listed on IDEAS anymore
- Daniel Levy & Hashem Dezhbakhsh, 2004, "On the Typical Spectral Shape of an Economic Variable," Macroeconomics, University Library of Munich, Germany, number 0402017, Feb.
- Jonathan B. Hill, 2004, "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics, University Library of Munich, Germany, number 0402004, Feb, revised 05 Aug 2005.
- Mehlum, Halvor, 2004, "Exact Small Sample Properties of the Instrumental Variable Estimator. A View From a Different Angle," Memorandum, Oslo University, Department of Economics, number 03/2004, Feb.
- René Garcia & Eric Ghysels & Eric Renault, 2004, "The Econometrics of Option Pricing," CIRANO Working Papers, CIRANO, number 2004s-04, Jan.
- Victor Aguirregabiria, 2004, "Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems," Econometrics, University Library of Munich, Germany, number 0402003, Feb.
- Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004, "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers, European University Institute, number ECO2004/08.
- Item repec:dgr:kubcen:200411 is not listed on IDEAS anymore
- Lingjie Ma & Roger Koenker, 2004, "Quantile regression methods for recursive structural equation models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/04, Feb.