Printed from https://ideas.repec.org/n/nep-ecm/2003-07-16.html
Report NEP-ECM-2003-07-16
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:
- Chafik Bouhaddioui & Roch Roy, 2003, "On the Distribution of the Residual Cross-Correlations between Two Uncorrelated Infinite Order Vector Autoregressive Series," CIRANO Working Papers, CIRANO, number 2003s-41, Jun.
- Timmermann, Allan & Elliott, Graham & Komunjer, Ivana, 2003, "Estimating Loss Function Parameters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3821, Mar.
- Thierry Magnac, 2003, "Panel Binary Variables and Sufficiency: Generalizing Conditional Logit," Research Unit Working Papers, Laboratoire d'Economie Appliquee, INRA, number 0308, Jun.
- Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003, "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03007, Jul.
- Stacey Chen, 2003, "Nonparametric Estimation of Average Volatility Differentials in Selection Models with an Application to Returns to Schooling," Discussion Papers, University at Albany, SUNY, Department of Economics, number 03-02.
- Item repec:qmw:qmwecw:wp494 is not listed on IDEAS anymore
- Item repec:dgr:eureir:2003323 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp495 is not listed on IDEAS anymore
- Jean Boivin & Serena Ng, 2003, "Are More Data Always Better for Factor Analysis?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9829, Jul.
- Kilian, Lutz & Inoue, Atsushi, 2003, "On the Selection of Forecasting Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3809, Mar.
- John Creedy & Guyonne Kalb, 2003, "Discrete Hours Labour Supply Modelling: Specification, Estimation and Simulation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n16, Jun.
- Jönsson, Kristian, 2003, "Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test," Working Papers, Lund University, Department of Economics, number 2003:10, Jul.
- Ravn, Morten & Sola, Martin & Psaradakis, Zacharias, 2003, "Markov Switching Causality and the Money-Output Relationship," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3803, Feb.
- Casten TRENKLER, 2003, "A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms," Economics Working Papers, European University Institute, number ECO2003/07.
- Thierry Magnac & Eric Maurin, 2003, "Identification & Information in Monotone Binary Models," Research Unit Working Papers, Laboratoire d'Economie Appliquee, INRA, number 0309, Jun.
- Item repec:qmw:qmwecw:wp496 is not listed on IDEAS anymore
- John M. Maheu & Thomas McCurdy, 2003, "News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns," CIRANO Working Papers, CIRANO, number 2003s-38, Jun.