Report NEP-ECM-2008-04-21

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:

• Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2008. "Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations," Post-Print halshs-00270719, HAL.
• Item repec:dgr:kubcen:200834 is not listed on IDEAS anymore

• Marc K. Francke & Siem Jan Koopman & Aart de Vos, 2008. "Likelihood Functions for State Space Models with Diffuse Initial Conditions," Tinbergen Institute Discussion Papers 08-040/4, Tinbergen Institute.
• Patrick Bayer & Shakeeb Khan & Christopher Timmins, 2008. "Nonparametric Identification and Estimation in a Generalized Roy Model," NBER Working Papers 13949, National Bureau of Economic Research, Inc.
• T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008. "On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments," CIRJE F-Series CIRJE-F-542, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:hal:papers:halshs-00270708_v1 is not listed on IDEAS anymore

• Sugawara, Shinya & Yasuhiro Omori, 2008. "Bayesian Estimation of Entry Games with Application to Japanese Airline Data," CIRJE F-Series CIRJE-F-556, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:dgr:kubcen:200839 is not listed on IDEAS anymore

• Abba M. Krieger & Moshe Pollak & Ester Samuel-Cahn, 2008. "Extreme(ly) Mean(ingful): Sequential Formation of a Quality Group," Discussion Paper Series dp478, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Micha Mandel & Yosef Rinott, 2007. "On Statistical Inference Under Selection Bias," Discussion Paper Series dp473, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
• Makoto Abe, 2008. ""Counting Your Customers" One by One: A Hierarchical Bayes Extension to the Pareto/NBD Model," CIRJE F-Series CIRJE-F-537, CIRJE, Faculty of Economics, University of Tokyo.