Printed from https://ideas.repec.org/n/nep-ecm/2008-03-15.html
Report NEP-ECM-2008-03-15
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:
- Mueller, Ulrich, 2008, "An Alternative Sense of Asymptotic Efficiency," MPRA Paper, University Library of Munich, Germany, number 7741, Mar.
- James G. MacKinnon & Russell Davidson, 2008, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper, Economics Department, Queen's University, number 1157, Mar.
- Walter Sosa Escudero & Anil K. Bera, 2008, "Tests for Unbalanced Error Component Models Under Local Misspecication," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0065, Mar.
- Massimiliano Caporin & Michael McAleer, 2008, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0064.
- Adrian R. Pagan & M. Hashem Pesaran, 2008, "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers, School of Economics, The University of New South Wales, number 2008-04, Mar.
- Gorodnichenko, Yuriy, 2008, "Using Firm Optimization to Evaluate and Estimate Returns to Scale," IZA Discussion Papers, IZA Network @ LISER, number 3368, Feb.
- Item repec:hal:papers:halshs-00185369_v1 is not listed on IDEAS anymore
- Item repec:mis:wpaper:20080301 is not listed on IDEAS anymore
- Item repec:hhs:bofrdp:2008_006 is not listed on IDEAS anymore
- Terje Skjerpen, 2008, "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers, Statistics Norway, Research Department, number 532, Mar.
- Buehn, Andreas & Schneider, Friedrich, 2008, "MIMIC Models, Cointegration and Error Correction: An Application to the French Shadow Economy," IZA Discussion Papers, IZA Network @ LISER, number 3306, Jan.
- Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe23.
- Item repec:dgr:kubcen:200826 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00185374_v1 is not listed on IDEAS anymore
- Guillaume, HORNY, 2007, "Heterogeneite non observee dans les modeles de duree," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007046, Dec.