Report NEP-ECM-2005-04-30

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," CESifo Working Paper Series 1416, CESifo.
• Roger Gay, 2005. "Minimum Variance Unbiased Maximum Likelihood Estimation of the Extreme Value Index," Monash Econometrics and Business Statistics Working Papers 8/05, Monash University, Department of Econometrics and Business Statistics.
• Takao Kobayashi & Seisho Sato & Akihiko Takahashi, 2005. "Style Analysis Based on a General State Space Model and Monte Carlo Filter," CIRJE F-Series CIRJE-F-337, CIRJE, Faculty of Economics, University of Tokyo.
• Thomas A. Severini & Gautam Tripathi, 2005. "Some Identification Issues in Nonparametric Linear Models with Endogenous Regressors," Working papers 2005-12, University of Connecticut, Department of Economics.
• Pablo M Garcia, 2005. "Measuring Willingness-To-Pay in Discrete Choice Models with Semi- Parametric Techniques," Econometrics 0504007, University Library of Munich, Germany.