Report NEP-ECM-2008-03-15

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:

• Mueller, Ulrich, 2008. "An Alternative Sense of Asymptotic Efficiency," MPRA Paper 7741, University Library of Munich, Germany.
• James G. MacKinnon & Russell Davidson, 2008. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1157, Economics Department, Queen's University.
• Walter Sosa Escudero & Anil K. Bera, 2008. "Tests for Unbalanced Error Component Models Under Local Misspecication," CEDLAS, Working Papers 0065, CEDLAS, Universidad Nacional de La Plata.
• Massimiliano Caporin & Michael McAleer, 2008. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," "Marco Fanno" Working Papers 0064, Dipartimento di Scienze Economiche "Marco Fanno".
• Adrian R. Pagan & M. Hashem Pesaran, 2008. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers 2008-04, School of Economics, The University of New South Wales.
• Gorodnichenko, Yuriy, 2008. "Using Firm Optimization to Evaluate and Estimate Returns to Scale," IZA Discussion Papers 3368, Institute of Labor Economics (IZA).
• Item repec:hal:papers:halshs-00185369_v1 is not listed on IDEAS anymore

• Riccardo Borgoni & Peter W. F. Smith & Ann M. Berrington, 2008. "Simulating interventions in graphical chain models for longitudinal data," Working Papers 20080301, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
• Item repec:hhs:bofrdp:2008_006 is not listed on IDEAS anymore

• Terje Skjerpen, 2008. "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers 532, Statistics Norway, Research Department.
• Buehn, Andreas & Schneider, Friedrich, 2008. "MIMIC Models, Cointegration and Error Correction: An Application to the French Shadow Economy," IZA Discussion Papers 3306, Institute of Labor Economics (IZA).
• Neil Shephard & Torben G. Andersen, 2008. "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series 2008fe23, Oxford Financial Research Centre.
• Item repec:dgr:kubcen:200826 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00185374_v1 is not listed on IDEAS anymore

• Guillaume, HORNY, 2007. "Heterogeneite non observee dans les modeles de duree," Discussion Papers (ECON - Département des Sciences Economiques) 2007046, Université catholique de Louvain, Département des Sciences Economiques.