Report NEP-ECM-2001-10-16
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 or RSS
Other reports in NEP-ECM
The following items were announced in this report:
- Cees Diks & Sebastiano Manzan, 2001. "Tests for Serial Independence and Linearity based on Correlation Integrals," Tinbergen Institute Discussion Papers 01-085/1, Tinbergen Institute.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "How accurate is the asymptotic approximation to the distribution of realised volatility?," Economics Papers 2001-W16, Economics Group, Nuffield College, University of Oxford.
- Beirlant, J. & Bouquiaux, C. & Werker, B.J.M., 2001. "Semiparametric Lower Bounds for Tail Index Estimation," Discussion Paper 2001-65, Tilburg University, Center for Economic Research.
- Frank Gerhard, 2001. "A simple dynamic model for limited dependent variables," Economics Papers 2001-W11, Economics Group, Nuffield College, University of Oxford.
- Darren Lubotsky & Martin Wittenberg, 2001. "Interpretation of Regressions with Multiple Proxies," Econometrics 0110005, EconWPA.
- Bent Nielsen, 2001. "Order determination in general vector autoregressions," Economics Papers 2001-W10, Economics Group, Nuffield College, University of Oxford.
- Alain Guay, 2001. "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers 142, CREFE, Université du Québec à Montréal.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Higher order variation and stochastic volatility models," Economics Papers 2001-W8, Economics Group, Nuffield College, University of Oxford.
- Vazquez-Alvarez, R. & Melenberg, B. & Soest, A.H.O. van, 2001. "Nonparametric Bounds in the Presence of Item Nonresponse, Unfolding Brackets and Anchoring," Discussion Paper 2001-67, Tilburg University, Center for Economic Research.
- Jim Engle-Warnick, 2001. "Inferring Strategies from Observed Actions: A Nonparametric, Binary Tree Classification Approach," Economics Papers 2001-W14, Economics Group, Nuffield College, University of Oxford.
- J.S. Cramer, 2001. "Measures of Fit for Multinomial Discrete Models," Tinbergen Institute Discussion Papers 01-082/4, Tinbergen Institute.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Realised power variation and stochastic volatility models," Economics Papers 2001-W18, Economics Group, Nuffield College, University of Oxford.
- Daniëls, H.A.M. & Feelders, A.J., 2001. "Integrating Economic Knowledge in Data Mining Algorithms," Discussion Paper 2001-63, Tilburg University, Center for Economic Research.
- H. Peter Boswijk, 2001. "Testing for a Unit Root with Near-Integrated Volatility," Tinbergen Institute Discussion Papers 01-077/4, Tinbergen Institute.