Report NEP-ECM-2008-05-05This 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.
The following items were announced in this report:
- Item repec:dgr:kubcen:200842 is not listed on IDEAS anymore
- Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation for Research in Economics, Yale University, revised Oct 2008.
- Mark J Jensen & John M Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Papers tecipa-314, University of Toronto, Department of Economics.
- Patrik Guggenberger, 2008. "The Impact of a Hausman Pretest on the Size of Hypothesis Tests," Cowles Foundation Discussion Papers 1651, Cowles Foundation for Research in Economics, Yale University.
- Clive Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series 2008fe24, Oxford Financial Research Centre.
- Yamin Ahmad, 2007. "The Effects of Small Sample Bias in Threshold Autoregressive Models," Working Papers 07-01, UW-Whitewater, Department of Economics, revised Jun 2007.
- Christian N. Brinch, 2008. "Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations," Discussion Papers 539, Statistics Norway, Research Department.
- Item repec:clg:wpaper:2008-25 is not listed on IDEAS anymore
- Item repec:pra:mprapa:8032 is not listed on IDEAS anymore
- Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008. "Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows," Working Papers 2008-03, Swiss National Bank.
- Riccardo Gusso & Uwe Schmock, 2008. "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers 163, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Wong, Woon K, 2008. "A Unique Orthogonal Variance Decomposition," Cardiff Economics Working Papers E2008/10, Cardiff University, Cardiff Business School, Economics Section.
- Vidal-Sanz, Jose M., 2008. "A valid theory on probabilistic causation," DEE - Working Papers. Business Economics. WB wb081702, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
- Item repec:ris:snbwpa:2008_005 is not listed on IDEAS anymore