Report NEP-ECM-2002-04-22

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Other reports in NEP-ECM

The following items were anounced in this report:

• Geert Ridder & Tiemen Woutersen, 2001. "The Singularity of the Efficiency Bound of the Mixed Proportional Hazard Model," UWO Department of Economics Working Papers 20019, University of Western Ontario, Department of Economics. [Downloadable!]
• Marcus J. Chambers, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 531, University of Essex, Department of Economics. [Downloadable!]
• V.I. Piterbarg, 2002. "Discrete vs continuous time for large extremes of Gaussian processes," Econometric Institute Report 259, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Item repec:fip:fedlwp:2001-009b is not listed on IDEAS anymore

• James Richmond, 2001. "Slack and Net Technical Efficiency Measurement: A Bootstrap Approach," Economics Discussion Papers 534, University of Essex, Department of Economics. [Downloadable!]
• Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0111, Université Laval - Département d'économique. [Downloadable!]
• Mario Faliva & Maria Grazia Zoia, 2002. "A Neat Derivation of the Representation Theorem for I (2) Processes," Cahiers du Département d'Econométrie 2002.01, Département d'Econométrie, Université de Genève. [Downloadable!]
• Katsumi Shimotsu & Peter C.B. Phillips, 2002. "Exact Local Whittle Estimation of Fractional Integration," Economics Discussion Papers 535, University of Essex, Department of Economics. [Downloadable!]
• Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
• Rodney W Strachan & Brett Inder, 2000. "Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model," Research Papers 2000_16, University of Liverpool Management School. [Downloadable!]
• Rosario Dell'Aquila & Elvezio Ronchetti, 2002. "Robust Tests of Predictive Accuracy," Cahiers du Département d'Econométrie 2002.02, Département d'Econométrie, Université de Genève. [Downloadable!]
• Item repec:wop:calsdi:2000-32r is not listed on IDEAS anymore

• Tiemen Woutersen, 2001. "Robustness Against Incidental Parameters and Mixing Distributions," UWO Department of Economics Working Papers 200110, University of Western Ontario, Department of Economics. [Downloadable!]
• Marcus J. Chambers, 2001. "Testing for Unit Roots with Flow Data and Varying Sampling Frequency," Economics Discussion Papers 529, University of Essex, Department of Economics. [Downloadable!]

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