Printed from https://ideas.repec.org/n/nep-ecm/2008-12-07.html
Report NEP-ECM-2008-12-07
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:
- Item repec:hum:wpaper:sfb649dp2008-067 is not listed on IDEAS anymore
- Leandro M. Magnusson, 2008, "Tests in Censored Models when the Structural Parameters Are Not Identified," Working Papers, Tulane University, Department of Economics, number 0802, Dec.
- Thomas Flury & Neil Shephard, 2008, "Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe32.
- Leandro M. Magnusson, 2008, "Inference in Limited Dependent Variable Models Robust to Weak Identification," Working Papers, Tulane University, Department of Economics, number 0801, Sep, revised Apr 2009.
- Item repec:ecb:ecbwps:20080969 is not listed on IDEAS anymore
- Item repec:pse:psecon:2008-64 is not listed on IDEAS anymore
- Daniel O. Beltran & David Draper, 2008, "Estimating the parameters of a small open economy DSGE model: identifiability and inferential validity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 955.
- John K. Dagsvik & Torbjørn Hægeland & Arvid Raknerud, 2008, "Estimating the Returns to Schooling: A Likelihood Approach Based on Normal Mixtures," Discussion Papers, Statistics Norway, Research Department, number 567, Dec.
- Gregor B urle, 2008, "Priors from DSGE Models for Dynamic Factor Analysis," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0803, Aug.
- Marc Hallin, 2008, "On the Non Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_039.
- Strid, Ingvar, 2008, "Metropolis-Hastings prefetching algorithms," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 706, Dec, revised 02 Dec 2009.
- Les Oxley & Marco Reale & Granville Tunnicliffe Wilson, 2008, "Constructing Structural VAR Models with Conditional Independence Graphs," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/19, Nov.
- Item repec:cin:ucecwp:2008-10 is not listed on IDEAS anymore
- Jian Wang & Jason J. Wu, 2008, "The Taylor rule and forecast intervals for exchange rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 22.
- Meredith J. Beechey & Erik Hjalmarsson & Pär Österholm, 2008, "Testing the expectations hypothesis when interest rates are near integrated," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 953.
- Arthur Lewbel & Krishna Pendakur, 2008, "Estimation of Collective Household Models With Engel Curves," Boston College Working Papers in Economics, Boston College Department of Economics, number 694, May.
- Crépon, Bruno & Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J., 2008, "Active Labor Market Policy Effects in a Dynamic Setting," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3848, Nov.
- Lutz Kilian & Clara Vega, 2008, "Do energy prices respond to U.S. macroeconomic news? a test of the hypothesis of predetermined energy prices," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 957.
- Andersson, Eva, 2008, "Hotelling´s T2 Method in Multivariate On-line Surveillance. On the Delay of an Alarm," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2008:3, Nov.