Report NEP-ECM-2001-10-16

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Item repec:dgr:uvatin:20010085 is not listed on IDEAS anymore

• Ole E. Barndorff-Nielsen & Neil Shephard, 2001, "How accurate is the asymptotic approximation to the distribution of realised volatility?," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W16, Aug.
• Item repec:dgr:kubcen:200165 is not listed on IDEAS anymore

• Frank Gerhard, 2001, "A simple dynamic model for limited dependent variables," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W11, Jul.
• Darren Lubotsky & Martin Wittenberg, 2001, "Interpretation of Regressions with Multiple Proxies," Econometrics, University Library of Munich, Germany, number 0110005, Oct.
• Bent Nielsen, 2001, "Order determination in general vector autoregressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W10, Jul.
• Alain Guay, 2001, "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 142, Oct.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001, "Higher order variation and stochastic volatility models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W8, Jul.
• Item repec:dgr:kubcen:200167 is not listed on IDEAS anymore

• Jim Engle-Warnick, 2001, "Inferring Strategies from Observed Actions: A Nonparametric, Binary Tree Classification Approach," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W14, Aug.
• Item repec:dgr:uvatin:20010082 is not listed on IDEAS anymore

• Ole E. Barndorff-Nielsen & Neil Shephard, 2001, "Realised power variation and stochastic volatility models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W18, Oct.
• Item repec:dgr:kubcen:200163 is not listed on IDEAS anymore

• Item repec:dgr:uvatin:20010077 is not listed on IDEAS anymore

Report NEP-ECM-2001-10-16

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report: