Report NEP-ECM-2008-02-23

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:

• Item repec:cwl:cwldpp:1640 is not listed on IDEAS anymore

• Michael Creel, 2008. "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers 725.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 02 Jun 2008.
• C.S. Bos & S.J. Koopman & M. Ooms, 2007. "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers 07-099/4, Tinbergen Institute.
• Martellosio, Federico, 2008. "Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression," MPRA Paper 7255, University Library of Munich, Germany.
• Item repec:ehu:biltok:200801 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20070102 is not listed on IDEAS anymore

• Ramírez Cobo, Josefa & Wilson, Simon P., 2008. "Inference for double Pareto lognormal queues with applications," DES - Working Papers. Statistics and Econometrics. WS ws080402, Universidad Carlos III de Madrid. Departamento de Estadística.
• Siem Jan Koopman & Max I.P. Mallee & Michel van der Wel, 2007. "Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters," Tinbergen Institute Discussion Papers 07-095/4, Tinbergen Institute.
• Ramírez-Cobo, Pepa & Vidakovic, Brani, 2008. "On Bayesian estimation of multinomial probabilities under incomplete experimental information," DES - Working Papers. Statistics and Econometrics. WS ws080503, Universidad Carlos III de Madrid. Departamento de Estadística.
• Item repec:dgr:uvatin:20070072 is not listed on IDEAS anymore

• Rangan Gupta & Kibii Komen, 2008. "Time Aggregation and the Contradictions with Causal Relationships: Can Economic Theory Come to the Rescue?," Working Papers 200802, University of Pretoria, Department of Economics.
• Lavan Mahadeva & Juan Carlos parra, 2008. "Testing a DSGE model and its partner database," Borradores de Economia 4507, Banco de la Republica.
• Pascalau, Razvan, 2008. "Unit Roots Tests with Smooth Breaks: An Application to the Nelson-Plosser Data Set," MPRA Paper 7220, University Library of Munich, Germany.
• Kristof De Witte & Elbert Dijkgraaf, 2007. "Mean and Bold?," Tinbergen Institute Discussion Papers 07-092/3, Tinbergen Institute.
• Item repec:dgr:uvatin:20070075 is not listed on IDEAS anymore