Printed from https://ideas.repec.org/n/nep-ecm/2001-05-02.html
Report NEP-ECM-2001-05-02
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, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Thomas Lux, 2001, "The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation," Computing in Economics and Finance 2001, Society for Computational Economics, number 62, Apr.
- Neil R. Ericsson & Esfandiar Maasoumi & Grayham E. Mizon, 2001, "A retrospective on J. Denis Sargan and his contributions to econometrics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 700.
- Spyros Skouras, 2001, "Risk Neutral Forecasting," Computing in Economics and Finance 2001, Society for Computational Economics, number 50, Apr.
- George Hall and John Rust, Yale University, 2001, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 274, Apr.
- Item repec:dgr:eureri:200182 is not listed on IDEAS anymore
- Roberto Leon Gonzalez, , "A Panel Data Simultaneous Equation Model with a Dependent Categorical Variable and Selectivity," Discussion Papers, Department of Economics, University of York, number 01/04.
- Neil R. Ericsson, 2001, "Forecast uncertainty in economic modeling," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 697.
- Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001, "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001, Society for Computational Economics, number 36, Apr.
- Neil R. Ericsson, 2000, "Predictable uncertainty in economic forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 695.
- Hans-Martin Krolzig, 2001, "General--to--Specific Reductions of Vector Autoregressive Processes," Computing in Economics and Finance 2001, Society for Computational Economics, number 164, Apr.
- J. Durbin and S.J. Koopman, 2001, "An efficient and simple simulation smoother for state space time series analysis," Computing in Economics and Finance 2001, Society for Computational Economics, number 52, Apr.
- Romulo Chumacero, 2001, "Testing For Unit Roots Using Economics," Computing in Economics and Finance 2001, Society for Computational Economics, number 2, Apr.