Report NEP-ECM-2007-07-07

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Item repec:mod:wcefin:07071 is not listed on IDEAS anymore

• Jean-Francois Richard, 2007, "Efficient High-Dimensional Importance Sampling," Working Paper, Department of Economics, University of Pittsburgh, number 321, Jun, revised Jan 2007.
• Christian Conrad, 2007, "Non-negativity Conditions for the Hyperbolic GARCH Model," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 07-162, Apr, DOI: 10.3929/ethz-a-005390226.
• Christian Kascha, 2007, "A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models," Economics Working Papers, European University Institute, number ECO2007/12.
• Helmut Luetkepohl, 2007, "Econometric Analysis with Vector Autoregressive Models," Economics Working Papers, European University Institute, number ECO2007/11.
• Fabio Canova & Luca Sala, 2007, "Back to square one: identification issues in DSGE models," Working Papers, Banco de España, number 0715, Jun.
• Lonnie Magee, 2007, "Ordinary Least Squares Bias and Bias Corrections for iid Samples," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 419, Jun.
• Jeong-Ryeol Kurz-Kim & Mico Loretan, 2007, "A note on the coefficient of determination in models with infinite variance variables," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 895.
• Item repec:dgr:uvatin:20070046 is not listed on IDEAS anymore

• Figueiredo, Annibal & Matsushita, Raul & Da Silva, Sergio & Serva, Maurizio & Viswanathan, Gandhi & Nascimento, Cesar & Gleria, Iram, 2007, "The Levy sections theorem: an application to econophysics," MPRA Paper, University Library of Munich, Germany, number 3810, Jul.
• Item repec:kie:kieliw:1364 is not listed on IDEAS anymore

Report NEP-ECM-2007-07-07

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: