Printed from https://ideas.repec.org/n/nep-ecm/2005-04-30.html
Report NEP-ECM-2005-04-30
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:
- George Kapetanios & M. Hashem Pesaran, 2005, "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," CESifo Working Paper Series, CESifo, number 1416.
- Roger Gay, 2005, "Minimum Variance Unbiased Maximum Likelihood Estimation of the Extreme Value Index," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/05, Apr.
- Takao Kobayashi & Seisho Sato & Akihiko Takahashi, 2005, "Style Analysis Based on a General State Space Model and Monte Carlo Filter," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-337, Apr.
- Thomas A. Severini & Gautam Tripathi, 2005, "Some Identification Issues in Nonparametric Linear Models with Endogenous Regressors," Working papers, University of Connecticut, Department of Economics, number 2005-12, Apr.
- Pablo M Garcia, 2005, "Measuring Willingness-To-Pay in Discrete Choice Models with Semi- Parametric Techniques," Econometrics, University Library of Munich, Germany, number 0504007, Apr.