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Report NEP-ECM-2006-04-01
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:
- James G. MacKinnon & Jeff Racine, 2006, "Inference Via Kernel Smoothing Of Bootstrap P Values," Working Paper, Economics Department, Queen's University, number 1054, Mar.
- Donald W.K. Andrews & Gustavo Soares, 2006, "Rank Tests for Instrumental Variables Regression with Weak Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1564, Mar.
- Item repec:dgr:kubcen:200620 is not listed on IDEAS anymore
- Todd E. Clark & Michael W. McCracken, 2006, "Combining forecasts from nested models," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 06-02.
- Stan Hurn & J.Jeisman & K.A. Lindsay, 2006, "Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations," Stan Hurn Discussion Papers, School of Economics and Finance, Queensland University of Technology, number 2006, Jun.
- Clive G. Bowsher, 2005, "Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W26, Oct.
- Massimiliano Marcellino & George Kapetanios, 2006, "Impulse Response Functions from Structural Dynamic Factor Models:A Monte Carlo Evaluation," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 306.
- Wayne E. Ferson & Andrew F. Siegel, 2006, "Testing Portfolio Efficiency with Conditioning Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 12098, Mar.
- Andersson, Martin & Gråsjö, Urban, 2006, "On the specification of regression models with spatial dependence - an application of the accessibility concept," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 51, Mar.
- Stan Hurn & J.Jeisman & K.A. Lindsay, 2006, "Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation," Stan Hurn Discussion Papers, School of Economics and Finance, Queensland University of Technology, number 2006-01, Jun.
- Item repec:dgr:kubcen:200615 is not listed on IDEAS anymore
- Jean-Philippe Bouchaud & Laurent Laloux & M. Augusta Miceli & Marc Potters, 2005, "Large dimension forecasting models and random singular value spectra," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500066, Dec.
- Lisa Borland & Jean-Philippe Bouchaud, 2005, "On a multi-timescale statistical feedback model for volatility fluctuations," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500059, Jul.
- James Andreoni & William T. Harbaugh, 2006, "Power Indices for Revealed Preference Tests," Levine's Bibliography, UCLA Department of Economics, number 122247000000001257, Mar.
- Item repec:umc:wpaper:0604 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200619 is not listed on IDEAS anymore
- Neil Shephard, 2005, "Stochastic Volatility," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W17, Jul.
- Miguel Segoviano, 2006, "Consistent Information Multivariate Density Optimizing Methodology," FMG Discussion Papers, Financial Markets Group, number dp557, Mar.