Printed from https://ideas.repec.org/n/nep-ecm/2003-10-28.html
Report NEP-ECM-2003-10-28
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:cdl:ucsdec:2003-07 is not listed on IDEAS anymore
- Christopher F. Baum, 2003, "A review of Stata 8.1 and its time series capabilities," Boston College Working Papers in Economics, Boston College Department of Economics, number 581, Oct.
- Item repec:cdl:ucsdec:2003-06 is not listed on IDEAS anymore
- Rodríguez, José E. & Ávila, Fernando, 2003, "Optimal random sampling designs in random field sampling," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws035211, Oct.
- DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short run and long run causality in time series: Inference," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-16.
- Michel Normandin & Louis Phaneuf, 2003, "Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility," Cahiers de recherche, CIRPEE, number 0337.
- Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006, "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers, Federal Reserve Bank of St. Louis, number 2003-024, DOI: 10.20955/wp.2003.024.
- Whitney K. Newey & Richard Smith, 2003, "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/03, Jun.
- Claude Lopez, 2003, "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics, University Library of Munich, Germany, number 0310006, Oct, revised 24 Oct 2003.
- Item repec:cte:wsrepe:ws035212 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:2003-11 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:2003-14 is not listed on IDEAS anymore
- Bernard Babineau & Nathanael Braun, , "Uncertainty and Output Growth Forecasts in Real Time," Working Papers-Department of Finance Canada, Department of Finance Canada, number 2003-07.
- Min-Hsien Chiang & Chihwa Kao, 2002, "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 60, Jul.