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Report NEP-ECM-2003-02-10
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:cla:levrem:506439000000000172 is not listed on IDEAS anymore
- Peter C.B. Phillips & Jun Yu, 2003, "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1392, Jan.
- Item repec:att:eurcbw:2002196 is not listed on IDEAS anymore
- Victoria Zinde-Walsh & Peter C.B. Phillips, 2003, "Fractional Brownian Motion as a Differentiable Generalized Gaussian Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1391, Jan.
- Item repec:att:eurcbw:2002195 is not listed on IDEAS anymore
- Ulrich K. Müller, 2002, "Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-26, Nov.
- Pesaran, H.M. & Timmermann, A., 2003, "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0306, Jan.
- Hyungsik Roger Moon & Peter C.B. Phillips, 2003, "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1390, Jan.
- Eric Hillebrand, 2003, "Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models," Econometrics, University Library of Munich, Germany, number 0301003, Jan.
- David Aadland, 2002, "Detrending Time-Aggregated Data," Macroeconomics, University Library of Munich, Germany, number 0301007, Nov.
- Item repec:cla:levrem:506439000000000168 is not listed on IDEAS anymore
- Pesaran, H.M., 2003, "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0305, Jan, DOI: 10.17863/CAM.5111.
- Evzen Kocenda, 2003, "An Alternative to the BDS Test: Integration Across The Correlation Integral," Econometrics, University Library of Munich, Germany, number 0301004, Jan.
- Roberto Leon-Gonzalez, , "Data Augmentation in Limited-Dependent Variable Models," Discussion Papers, Department of Economics, University of York, number 02/09.
- Item repec:dgr:umamet:2002025 is not listed on IDEAS anymore
- Marcelle Chauvet & Jeremy M. Piger, 2002, "Identifying business cycle turning points in real time," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-27.
- Peter C.B. Phillips, 2003, "Vision and Influence in Econometrics: John Denis Sargan," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1393, Jan.