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Report NEP-ECM-2003-05-15
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:
- Claude Montmarquette & François Gardes, 2002, "How Large is Your Reference Group," CIRANO Working Papers, CIRANO, number 2002s-87, Nov.
- Biewen, Martin & Jenkins, Stephen P., 2003, "Estimation of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 763, Apr.
- Peter Hall & Joel L. Horowitz, 2003, "Nonparametric methods for inference in the presence of instrumental variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/03, Apr.
- David Hendry & Hans-Martin Krolzig, 2003, "The Properties of Automatic Gets Modelling," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W14, Mar.
- Peter Hansen & Asger Lunde & James M. Nason, 2003, "Choosing the Best Volatility Models:The Model Confidence Set Approach," Working Papers, Brown University, Department of Economics, number 2003-05.
- Hans-Martin Krolzig, 2003, "General-to-Specific Model Selection Procedures for Structural Vector Autoregressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W15, Mar.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers, CIRANO, number 2002s-85, Nov.
- Peter Hansen, 2003, "Asymptotic Tests of Composite Hypotheses," Working Papers, Brown University, Department of Economics, number 2003-09.
- John Barkoulas & Christopher F. Baum, 2003, "Long-Memory Forecasting of U.S. Monetary Indices," Boston College Working Papers in Economics, Boston College Department of Economics, number 558, May.
- Erich Battistin & Enrico Rettore, 2003, "Another look at the regression discontinuity design," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/03, Mar.
- Helle Bunzel & Timothy Vogelsang, 2003, "Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis," Econometrics, University Library of Munich, Germany, number 0304002, Apr.
- Item repec:wop:calsdi:2003-05 is not listed on IDEAS anymore
- David F. Hendry & Hans-Martin Krolzig, 2003, "Sub-sample Model Selection Procedures in Gets Modelling," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W17, Apr.
- Gary Koop & Simon M. Potter, 2003, "Forecasting in large macroeconomic panels using Bayesian Model Averaging," Staff Reports, Federal Reserve Bank of New York, number 163, Mar.
- Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl, 2003, "Comparison of Model Reduction Methods for VAR Processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W13, Apr.