Report NEP-ECM-2004-01-25

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

• Jean-Yves Pitarakis, 2003. "Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification," Econometrics 0312004, EconWPA. [Downloadable!]
• Rosalia Vazquez-Alvarez, 2003. "Anchoring Bias and Covariate Nonresponse," University of St. Gallen Department of Economics working paper series 2003 2003-19, Department of Economics, University of St. Gallen. [Downloadable!]
• Naoya Katayama, 2004. "Seasonally and Fractionally Differenced Time Series (revised, August 2006)," Hi-Stat Discussion Paper Series d03-11, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Power and bipower variation with stochastic volatility and jumps," Economics Papers 2003-W17, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Tommaso Proietti, 2004. "Forecasting and Signal Extraction with Misspecified Models," Econometrics 0401002, EconWPA. [Downloadable!]
• Ole E. Barndorff-Nielsen & Svend Erik Graversen & Neil Shephard, 2003. "Power variation & stochastic volatility: a review and some new results," Economics Papers 2003-W19, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• D'Urso, Pierpaolo & Giordani, Paolo, 2003. "A possibilistic approach to latent structure analysis for symmetric fuzzy data," Economics & Statistics Discussion Papers esdp03014, University of Molise, Dept. SEGeS. [Downloadable!]
• Robert Breunig & Alison Stegman, 2003. "Testing for Regime Switching in Singaporean Business Cycles," Departmental Working Papers 2003-20, Australian National University, Economics RSPAS. [Downloadable!]
• Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004. "Likelihood-based estimation of latent generalised ARCH structures," OFRC Working Papers Series 2004fe02, Oxford Financial Research Centre. [Downloadable!]
• Jones , Barry & Elger , Thomas & Edgerton , David & Dutkowsky , Donald, 2004. "Toward a Unified Approach to Testing for Weak Separability," Working Papers 2004:1, Lund University, Department of Economics.
• Jurgen A. Doornik & Marius Ooms, 2003. "Multimodality in the GARCH Regression Model," Economics Papers 2003-W20, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Robert C. Feenstra & Marshall B. Reinsdorf, 2004. "Should Exact Index Numbers Have Standard Errors? Theory and Application to Asian Growth," NBER Working Papers 10197, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Ole E. Barndorff-Nielsen & Neil Shephard, 2004. "Econometrics of testing for jumps in financial economics using bipower variation ," OFRC Working Papers Series 2004fe01, Oxford Financial Research Centre. [Downloadable!]
• Tommaso Proietti & Filippo Moauro, 2004. "Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints," Econometrics 0401003, EconWPA. [Downloadable!]
• Bent Nielsen, 2003. "Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms," Economics Papers 2003-W23, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Jonathan B. Hill, 2004. "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics 0401004, EconWPA, revised 05 Jul 2004. [Downloadable!]
• Item repec:cla:uclaol:278 is not listed on IDEAS anymore

• Bent Nielsen, 2003. "Power of tests for unit roots in the presence of a linear trend," Economics Papers 2003-W22, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Naoya Katayama, 2004. "Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters," Hi-Stat Discussion Paper Series d03-10, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Richard Luger, 2004. "Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates," Working Papers 04-2, Bank of Canada. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2003. "Econometrics of testing for jumps in financial economics using bipower variation," Economics Papers 2003-W21, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Villani, Mattias & Warne, Anders, 2003. "Monetary Policy Analysis in a Small Open Economy using Bayesian Cointegrated Structural VARs," Working Paper Series 156, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
• Nielsen, Jens Perch & Tanggaard, Carsten & Jones, M. C., 2003. "Local Linear Density Estimation for Filtered Survival Data, with Bias Correction," Finance Working Papers 03-9, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

This page was last updated on 2008-10-5.