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Report NEP-ECM-2005-02-27
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:
- Rossi, Barbara, 2005, "Expectations Hypotheses Tests and Predictive Regressions at Long Horizons," Working Papers, Duke University, Department of Economics, number 05-03.
- Jönsson, Kristian, 2005, "Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results," Working Papers, Lund University, Department of Economics, number 2005:16, Feb.
- D. S. Poskitt & C. L. Skeels, 2005, "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/05, Feb.
- Carl Chiarella & Xue-Zhong He & Duo Wang, 2004, "Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 142, Nov.