Report NEP-ECM-2001-03-16

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 announced in this report:

• Item repec:wop:cirano:2001s11 is not listed on IDEAS anymore

• Item repec:wop:calsdi:2001-04 is not listed on IDEAS anymore

• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001. "Modeling and Forecasting Realized Volatility," NBER Working Papers 8160, National Bureau of Economic Research, Inc.
• Item repec:wop:calsdi:2000-19 is not listed on IDEAS anymore

• Skoglund, Jimmy & Karlsson, Sune, 2001. "Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation," SSE/EFI Working Paper Series in Economics and Finance 0432, Stockholm School of Economics.
• John W. Galbraith & Victoria Zinde-Walsh, 2001. "Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations," CIRANO Working Papers 2001s-15, CIRANO.
• Skoglund, Jimmy & Karlsson, Sune, 2001. "Specification and estimation of random effects models with serial correlation of general form," SSE/EFI Working Paper Series in Economics and Finance 0433, Stockholm School of Economics.
• Item repec:wop:calsdi:2000-32 is not listed on IDEAS anymore

• Item repec:wop:calsdi:2000-24 is not listed on IDEAS anymore

• Item repec:wop:calsdi:2000-27 is not listed on IDEAS anymore