Report NEP-ECM-2004-02-08

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:dgr:kubcen:2003132 is not listed on IDEAS anymore

• Daniel Levy & Hashem Dezhbakhsh, 2004. "On the Typical Spectral Shape of an Economic Variable," Macroeconomics 0402017, University Library of Munich, Germany.
• Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, University Library of Munich, Germany, revised 05 Aug 2005.
• Mehlum, Halvor, 2004. "Exact Small Sample Properties of the Instrumental Variable Estimator. A View From a Different Angle," Memorandum 03/2004, Oslo University, Department of Economics.
• René Garcia & Eric Ghysels & Eric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO.
• Victor Aguirregabiria, 2004. "Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems," Econometrics 0402003, University Library of Munich, Germany.
• Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004. "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers ECO2004/08, European University Institute.
• Item repec:dgr:kubcen:200411 is not listed on IDEAS anymore

• Lingjie Ma & Roger Koenker, 2004. "Quantile regression methods for recursive structural equation models," CeMMAP working papers CWP01/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.