Printed from https://ideas.repec.org/n/nep-ecm/2006-07-09.html
Report NEP-ECM-2006-07-09
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:
- Yuichi Kitamura, 2006, "Empirical Likelihood Methods in Econometrics: Theory and Practice," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1569, Jun.
- Domínguez, Manuel A. & Lobato, Ignacio N., 2006, "A consistent specification test for models defined by conditional moment restrictions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we064111, Jun.
- Todd E. Clark & Michael W. McCracken, 2006, "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 06-09.
- James G. MacKinnon & Russell Davidson, 2006, "Moments Of Iv And Jive Estimators," Working Paper, Economics Department, Queen's University, number 1085, Jun.
- Albert Satorra & Eva Ventura & Alex Costa, 2006, "Improving small area estimation by combining surveys: new perspectives in regional statistics," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 969, Jun.
- Item repec:dgr:kubcen:200662 is not listed on IDEAS anymore
- Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006, "Assessing Structural VARs," NBER Working Papers, National Bureau of Economic Research, Inc, number 12353, Jul.
- Norman J. Morin, 2006, "Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-21.
- Gary S. Anderson, 2006, "Solving linear rational expectations models: a horse race," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-26.
- James H. Stock & Mark W. Watson, 2006, "Why Has U.S. Inflation Become Harder to Forecast?," NBER Working Papers, National Bureau of Economic Research, Inc, number 12324, Jun.
- Anders B. Trolle & Eduardo S. Schwartz, 2006, "A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives," NBER Working Papers, National Bureau of Economic Research, Inc, number 12337, Jun.
- Item repec:ehu:dfaeii:200508 is not listed on IDEAS anymore
- James Heckman, 2006, "Contributions of Zvi Griliches," NBER Working Papers, National Bureau of Economic Research, Inc, number 12318, Jun.