Printed from https://ideas.repec.org/n/nep-ecm/2008-06-13.html
Report NEP-ECM-2008-06-13
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:
- Mika Meitz & Pentti Saikkonen, 2008, "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers, European University Institute, number ECO2008/25.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008, "Empirical Likelihood Block Bootstrapping," Staff Working Papers, Bank of Canada, number 08-18, DOI: 10.34989/swp-2008-18.
- Brendan K. Beare, 2008, "Unit Root Testing with Unstable Volatility," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W06, May.
- Subbotin, Viktor, 2007, "Asymptotic and bootstrap properties of rank regressions," MPRA Paper, University Library of Munich, Germany, number 9030, Nov, revised 20 Mar 2008.
- Helen Armstrong & Christopher K. Carter & Kevin K. F. Wong & Robert Kohn, 2007, "Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models," Discussion Papers, School of Economics, The University of New South Wales, number 2007-13, Apr.
- Matei Demetrescu & Helmut Luetkepohl & Pentti Saikkonen, 2008, "Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term," Economics Working Papers, European University Institute, number ECO2008/24.
- Markku Lanne & Helmut Luetkepohl, 2008, "A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks," Economics Working Papers, European University Institute, number ECO2008/23.
- Donald W.K. Andrews & Patrik Guggenberger, 2008, "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1665, Jun.
- Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008, "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0808, Jan.
- Item repec:dgr:unumer:2008039 is not listed on IDEAS anymore
- Marc Hallin & Roman Liska, 2008, "Dynamic Factors in the Presence of Block Structure," Economics Working Papers, European University Institute, number ECO2008/22.
- Markku Lanne & Pentti Saikkonen, 2008, "Modeling Expectations with Noncausal Autoregressions," Economics Working Papers, European University Institute, number ECO2008/20.
- Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008, "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0807, Jan.
- Item repec:pra:mprapa:8880 is not listed on IDEAS anymore
- Nicoletti, Cheti, 2008, "Multiple sample selection in the estimation of intergenerational occupational mobility," ISER Working Paper Series, Institute for Social and Economic Research, number 2008-20, May.
- Bent Nielsen & Heino Bohn Nielsen, 2008, "Properties of etimated characteristic roots," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W07, 05.
- Møller, Niels Framroze, 2008, "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-21.
- Harvey, A., 2008, "Modeling the Phillips curve with unobserved components," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0805, Jan.
- Freeman, Alan, 2008, "Datapedia: a Yellow Brick Roadmap," MPRA Paper, University Library of Munich, Germany, number 9012, Jun.