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Report NEP-ECM-2008-05-10
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:
- Christian N. Brinch, 2008, "Simulated Maximum Likelihood using Tilted Importance Sampling," Discussion Papers, Statistics Norway, Research Department, number 540, Apr.
- William C. Horrace & Christopher F. Parmeter, 2008, "Semiparametric Deconvolution with Unknown Error Variance," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 104, Apr.
- Yingyao Hu & Matthew Shum, 2008, "Nonparametric Identification of Dynamic Models with Unobserved State Variables," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 543, Apr.
- Item repec:iab:iabfme:200709_en is not listed on IDEAS anymore
- Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008, "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/08, Apr.
- Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit, 2007, "Bayesian Model Averaging and Identification of Structural Breaks in Time Series," MPRA Paper, University Library of Munich, Germany, number 8676, Oct.
- Sitzia, Bruno & Iovino, Doriana, 2008, "Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility," MPRA Paper, University Library of Munich, Germany, number 8661, Jan.
- Item repec:iab:iabfme:200704_en is not listed on IDEAS anymore
- David Meenagh & Patrick Minford & Michael Wickensy, 2007, "Testing a DSGE model of the EU using indirect inference," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0709, Nov, revised Mar 2008.
- Costa Dias, Monica & Ichimura, Hidehiko & van den Berg, Gerard J., 2008, "The matching method for treatment evaluation with selective participation and ineligibles," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2008:6, Apr.
- Puhani, Patrick A., 2008, "The Treatment Effect, the Cross Difference, and the Interaction Term in Nonlinear “Difference-in-Differences” Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3478, Apr.
- Fanelli, Luca, 2008, "Evaluating the New Keynesian Phillips Curve under VAR-Based Learning," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2008-15.
- P. Jeganathan, 2008, "Limit Theorems for Functionals of Sums that Converge to Fractional Brownian and Stable Motions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1649, Apr.