Printed from https://ideas.repec.org/n/nep-ecm/2003-08-31.html
Report NEP-ECM-2003-08-31
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:
- DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-08.
- René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003, "Forecasting and Analyzing World Commodity Prices," Staff Working Papers, Bank of Canada, number 03-24, DOI: 10.34989/swp-2003-24.
- DUFOUR, Jean-Marie & NEIFAR, Malika, 2003, "Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-11.
- Petzold, Max & Jonsson, Robert, 2003, "Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression," Working Papers in Economics, University of Gothenburg, Department of Economics, number 102, Aug.
- DUFOUR, Jean-Marie, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-12.
- Lars Sondergaard, 2003, "Using Instrumental Variables to Estimate the Share of Backward- Looking Firms," Macroeconomics, University Library of Munich, Germany, number 0308009, Aug.
- Item repec:gen:geneem:2003.04 is not listed on IDEAS anymore
- Jeannette H.C. Woerner, 2002, "Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2002mf05.
- DUFOUR, Jean-Marie & TAAMOUTI, Mohamed, 2003, "Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-10.
- DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003, "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-09.
- Item repec:gen:geneem:2003.05 is not listed on IDEAS anymore