Printed from https://ideas.repec.org/n/nep-ecm/2003-06-09.html
Report NEP-ECM-2003-06-09
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:imf:imfwpa:0373 is not listed on IDEAS anymore
- BONTEMPS, Christian & MEDDAHI, Nour, 2002, "Testing Normality : A GMM Approach," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-14.
- Erling Røed Larsen, 2002, "Estimating Latent Total Consumption in a Household," Discussion Papers, Statistics Norway, Research Department, number 324, Aug.
- Jo Thori Lind, 2002, "Small continuous surveys and the Kalman filter," Discussion Papers, Statistics Norway, Research Department, number 333, Nov.
- DAROLLES, Serge & FLORENS, Jean-Pierre & RENAULT, Éric, 2002, "Nonparametric Instrumental Regression," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-05.
- Tina Hviid Rydberg & Neil Shephard, 2002, "Dynamics of trade-by-trade price movements: decomposition and models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2002fe04.
- Judith A. Clarke & Sadaf Mirza, 2003, "Some Finite Sample Results On Testing For Granger Noncausality," Econometrics Working Papers, Department of Economics, University of Victoria, number 0305, May.
- BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda., 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-17.
- GONÇALVES, Silvia & KILIAN, Lutz, 2003, "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-01.
- Item repec:emo:wp2003:0303 is not listed on IDEAS anymore
- MOON, Hyungsik Roger & PERRON, Benoit., 2002, "Testing for a Unit Root in Panels with Dynamic Factors," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-18.
- Erik Biørn & Terje Skjerpen & Knut Reidar Wangen, 2003, "Parametric Aggregation of Random Coefficient Cobb-Douglas Production Functions: Evidence from Manufacturing Industries," Discussion Papers, Statistics Norway, Research Department, number 342, Feb.
- Søren Johansen & Anders Rygh Swensen, 2003, "More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms," Discussion Papers, Statistics Norway, Research Department, number 348, Apr.
- Arvid Raknerud, 2002, "Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption," Discussion Papers, Statistics Norway, Research Department, number 330, Sep.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2002, "Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics," OFRC Working Papers Series, Oxford Financial Research Centre, number 2002fe03.