NEP-ECM-2001-11-21

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2001-11-21

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 anounced in this report:

R.H. Kleijn & H.K. Van Dijk, 2001. "A Bayesian analysis of the PPP puzzle using an unobserved components model," Econometric Institute Report 236, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Patrick Bajari & Lanier Benkard, 2001. "Discrete Choice Models as Structural Models of Demand: Some Economic Implications of Common Approaches," Working Papers 01016, Stanford University, Department of Economics. [Downloadable!]
Johansson, Martin, 2001. "TAR models and real exchange rates," Working Papers 2001:21, Lund University, Department of Economics. [Downloadable!]
Nguyen, Anh & Hénin, Pierre-Yves & Jolivaldt, Philippe, 2001. "Testing for unit roots on heterogeneous panels: A sequential approach," CEPREMAP Working Papers (Couverture Orange) 0108, CEPREMAP. [Downloadable!]
Item repec:wop:cirano:2001s56 is not listed on IDEAS anymore
Item repec:wop:kieliw:1072 is not listed on IDEAS anymore
Aviv Nevo, 2001. "Using Weights to Adjust for Sample Selection When Auxiliary Information is Available," NBER Technical Working Papers 0275, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
P.H.B.F. Franses & M.J. van der Leij & R. Paap, 2001. "Modeling and forecasting outliers and level shifts in absolute returns," Econometric Institute Report 235, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Item repec:att:osloec:20016 is not listed on IDEAS anymore
Y. Malevergne & D. Sornette, 2001. "Testing the Gaussian Copula Hypothesis for Financial Assets Dependences," Finance 0111003, EconWPA. [Downloadable!]
Post, G.T., 2001. "Testing for Stochastic Dominance with Diversification Possibilities," Research Paper ERS-2001-38-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
Item repec:att:osloec:200125 is not listed on IDEAS anymore
West,K.D. & Wong,K.-F. & Anatolyev,S., 2001. "Instrumental variables estimation of heteroskedastic linear models using all lags of instruments," Working papers 20, Wisconsin Madison - Social Systems. [Downloadable!]
Item repec:wop:kieliw:1068 is not listed on IDEAS anymore

This page was last updated on 2009-12-6.

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