Printed from https://ideas.repec.org/n/nep-ecm/2002-02-22.html
Report NEP-ECM-2002-02-22
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:fip:fedlwp:2001-013a is not listed on IDEAS anymore
- Daniel G. Sullivan, 2001, "A note on the estimation of linear regression models with Heteroskedastic measurement errors," Working Paper Series, Federal Reserve Bank of Chicago, number WP-01-23.
- Item repec:chb:bcchwp:137 is not listed on IDEAS anymore
- Item repec:fip:fedlwp:2001-015a is not listed on IDEAS anymore
- Douglas Hodgson, 2002, "Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 146, Jan.
- Item repec:fip:fedlwp:2001-012a is not listed on IDEAS anymore
- Item repec:dgr:eureri:2002161 is not listed on IDEAS anymore
- Tim Bollerslev & Hao Zhou, 2001, "Estimating stochastic volatility diffusion using conditional moments of integrated volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2001-49.
- Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002, "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional, University Library of Munich, Germany, number 0202001, Feb.
- Item repec:fip:fedfap:2000-21 is not listed on IDEAS anymore
- Item repec:fth:vander:01-w29 is not listed on IDEAS anymore
- Rómulo Chumacero, 2001, "Testing for unit roots using economics," Working Papers Central Bank of Chile, Central Bank of Chile, number 102, Jul.
- Item repec:fip:fedlwp:2001-019a is not listed on IDEAS anymore
- Naoto Kunitomo & Makoto Takaoka, 2002, "On RegARIMA Model, RegSSARMA Model and Seasonality," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-146, Jan.
- Michael Creel, 2002, "Graduate Econometrics Lecture Notes," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 505.02, Feb.
- Patrice Bertail & Christian Haefke & Dimitris N. Politis & Halbert White, 2001, "A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 599, Dec.
- Hjelm, Göran & Johansson, Martin W, 2002, "A Monte Carlo Study on the Pitfalls in Determining Deterministic Components in Cointegrating Models," Working Papers, Lund University, Department of Economics, number 2002:3, Feb.
- Piotr Kokoszka & Michael Wolf, 2002, "Subsampling the mean of heavy-tailed dependent observations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 600, Feb.
- Item repec:fip:fedlwp:2001-016a is not listed on IDEAS anymore