Printed from https://ideas.repec.org/n/nep-ecm/2002-11-04.html
Report NEP-ECM-2002-11-04
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:
- Peter Hall & Rob J. Hyndman, 2002, "An Improved Method for Bandwidth Selection when Estimating ROC Curves," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/02, Sep.
- Marco Del Negro & Frank Schorfheide, 2002, "Priors from general equilibrium models for VARs," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-14.
- Tatsuka Kubokawa & M. S. Srivastava, 2002, "Prediction in Multivariate Mixed Linear Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-180, Oct.
- Item repec:wop:calsdi:2002-17 is not listed on IDEAS anymore
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics, Boston College Department of Economics, number 545, Nov, revised 14 Feb 2003.
- Dean Croushore & Tom Stark, 2002, "Forecasting coin demand," Working Papers, Federal Reserve Bank of Philadelphia, number 02-15.
- James H. Stock & Motohiro Yogo, 2002, "Testing for Weak Instruments in Linear IV Regression," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0284, Nov.
- Christopher J. Neely, 2004, "Forecasting foreign exchange volatility: why is implied volatility biased and inefficient? and does it matter?," Working Papers, Federal Reserve Bank of St. Louis, number 2002-017, DOI: 10.20955/wp.2002.017.