Report NEP-ECM-2007-12-08

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:

• Stefan Boes, 2007, "Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0704, Mar.
• Item repec:ecb:ecbwps:20070831 is not listed on IDEAS anymore

• Charles Nelson & Richard Startz, 2007, "The Zero-Information-Limit-Condition and Spurious Inference in Weakly Identified Models," Working Papers, University of Washington, Department of Economics, number UWEC-2006-07-P, May.
• Delgado, Miguel A. & Velasco, Carlos, 2007, "A new class of distribution-free tests for time series models specification," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we078047, Nov.
• Item repec:unr:wpaper:07-013 is not listed on IDEAS anymore

• Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2007, "Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-515, Sep.
• Erik Hjalmarsson & Pär Österholm, 2007, "A residual-based cointegration test for near unit root variables," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 907.
• Dennis Gaertner, 2007, "Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0719, Dec.
• Item repec:hhs:bofrdp:2007_023 is not listed on IDEAS anymore

• Mahmoudvand, Rahim & Hassani, Hossein & Wilson, Rob, 2007, "Is The Sample Coefficient Of Variation A Good Estimator For The Population Coefficient Of Variation?," MPRA Paper, University Library of Munich, Germany, number 6106, Sep, revised 2007.
• Yingyao Hu & Arthur Lewbel, 2007, "Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved," Boston College Working Papers in Economics, Boston College Department of Economics, number 678, Nov, revised 16 Jun 2009.
• Item repec:unr:wpaper:07-012 is not listed on IDEAS anymore

• Bock, David & Andersson, Eva & Frisén, Marianne, 2007, "Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:6, Nov.
• Item repec:unr:wpaper:07-011 is not listed on IDEAS anymore

Report NEP-ECM-2007-12-08

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: