Printed from https://ideas.repec.org/n/nep-ecm/2006-08-26.html
Report NEP-ECM-2006-08-26
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:umc:wpaper:0609 is not listed on IDEAS anymore
- Kenneth D. West & Todd Clark, 2006, "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0326, Aug.
- David E. A. Giles, 2006, "Spurious Regressions With Time-Series data: Further Asymptotic Results," Econometrics Working Papers, Department of Economics, University of Victoria, number 0603, Aug.
- Item repec:knz:cofedp:0218 is not listed on IDEAS anymore
- Christophe Kolodziejczyk, 2006, "A Note on the Correlated Random Coefficient Model," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2006-10, Aug.
- Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard, 2006, "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe05.
- Chin Nam Low & Heather Anderson & Ralph D. Snyder, 2006, "Beveridge-Nelson Decomposition with Markov Switching," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/06, Aug.
- Orazio Attanasio & Margherita Borella, 2006, "Stochastic Components of Individual Consumption: A Time Series Analysis of Grouped Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 12456, Aug.
- Item repec:knz:cofedp:0403 is not listed on IDEAS anymore
- Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006, "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200611.