NEP-ECM-2003-10-28

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2003-10-28

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:

Graham Elliott & Ulrich Mueller, 2004. "Optimally Testing General Breaking Processes in Linear Time Series Models," University of California at San Diego, Economics Working Paper Series 2003-07, Department of Economics, UC San Diego. [Downloadable!]
Christopher F. Baum, 2003. "A review of Stata 8.1 and its time series capabilities," Boston College Working Papers in Economics 581, Boston College Department of Economics. [Downloadable!]
Yixiao Sun, 2003. "Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series," University of California at San Diego, Economics Working Paper Series 2003-06, Department of Economics, UC San Diego. [Downloadable!]
José E. Rodríguez & Fernando Ávila, 2003. "Optimal Random Sampling Designs In Random Field Sampling," Statistics and Econometrics Working Papers ws035211, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short run and long run causality in time series: Inference," Cahiers de recherche 2003-16, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
Michel Normandin & Louis Phaneuf, 2003. "Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility," Cahiers de recherche 0337, CIRPEE. [Downloadable!]
Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006. "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers 2003-024, Federal Reserve Bank of St. Louis. [Downloadable!]
Whitney Newey & Richard Smith, 2003. "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310006, EconWPA, revised 24 Oct 2003. [Downloadable!]
J. Carlos Escanciano & Carlos Velasco, 2003. "Generalized Spectral Tests For The Martingale Difference Hypothesis," Statistics and Econometrics Working Papers ws035212, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Liangjun Su & Halbert White, 2003. "A Consistent Characteristic-Fuction-Based Test for Conditional Independence," University of California at San Diego, Economics Working Paper Series 2003-11, Department of Economics, UC San Diego. [Downloadable!]
Liangjun Su & Halbert White, 2004. "Testing Conditional Independence Via Empirical Likelihood," University of California at San Diego, Economics Working Paper Series 2003-14, Department of Economics, UC San Diego. [Downloadable!]
Bernard Babineau & Nathanael Braun, . "Uncertainty and Output Growth Forecasts in Real Time," Working Papers-Department of Finance Canada 2003-07, Department of Finance Canada. [Downloadable!]
Min-Hsien Chiang & Chihwa Kao, 2002. "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models," Computing in Economics and Finance 2002 60, Society for Computational Economics. [Downloadable!]

This page was last updated on 2009-11-8.

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