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Report NEP-ECM-2002-11-04
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 anounced in this report:
Peter Hall & Rob J. Hyndman, 2002.
"An Improved Method for Bandwidth Selection when Estimating ROC Curves Monash Econometrics and Business Statistics Working Papers
11/02, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Marco Del Negro & Frank Schorfheide, 2002.
"Priors from general equilibrium models for VARs Working Paper
2002-14, Federal Reserve Bank of Atlanta.
[Downloadable!] Tatsuka Kubokawa & M. S. Srivastava, 2002.
"Prediction in Multivariate Mixed Linear Models CIRJE F-Series
CIRJE-F-180, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Item repec:wop:calsdi:2002-17 is not listed on IDEAS anymore
Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002.
"Instrumental variables and GMM: Estimation and testing Boston College Working Papers in Economics
545, Boston College Department of Economics, revised 14 Feb 2003.
[Downloadable!] Dean Croushore & Tom Stark, 2002.
"Forecasting coin demand Working Papers
02-15, Federal Reserve Bank of Philadelphia.
[Downloadable!] James H. Stock & Motohiro Yogo, 2002.
"Testing for Weak Instruments in Linear IV Regression NBER Technical Working Papers
0284, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Christopher J. Neely, 2004.
"Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter? Working Papers
2002-017, Federal Reserve Bank of St. Louis.
[Downloadable!] This page was last updated on 2009-11-29.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .