Printed from https://ideas.repec.org/n/nep-ecm/2007-07-27.html
Report NEP-ECM-2007-07-27
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:
- Carlos Enrique Carrasco Gutiérrez & Reinaldo Castro Souza & Osmani Teixeira de Carvalho Guillén, 2007, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Working Papers Series, Central Bank of Brazil, Research Department, number 139, Jun.
- Flavio Cunha & James J. Heckman & Salvador Navarro, 2007, "The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0340, Jul.
- Pesaran, B. & Pesaran, M.H., 2007, "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0734, Jun.
- Yang, H. & Pollitt, M., 2007, "Incorporating Both Undesirable Outputs and Uncontrollable Variables into DEA: the Performance of Chinese Coal-Fired Power Plants," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0733, Jul.