Printed from https://ideas.repec.org/n/nep-ecm/2006-11-18.html
Report NEP-ECM-2006-11-18
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:
- Clements, Michael P & Harvey, David I, 2006, "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 774.
- George A. Christodoulakis & Stephen E Satchell, 2006, "Exact Elliptical Distributions for Models of Conditionally Random Financial Volatility," Working Papers, Bank of Greece, number 32, Jan.
- Schumacher, Christian & Breitung, Jörg, 2006, "Real-time forecasting of GDP based on a large factor model with monthly and quarterly data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,33.
- Zhenlin Yang, 2006, "On Joint Modelling and Testing for Local and Global Spatial Externalities," Working Papers, Singapore Management University, School of Economics, number 25-2006, Oct.
- Kyoo il Kim, 2006, "Uniform Convergence Rate of the SNP Density Estimator and Testing for Similarity of Two Unknown Densities," Working Papers, Singapore Management University, School of Economics, number 20-2006, Sep.
- Clements, Michael P & Galvão, Ana Beatriz, 2006, "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 773.
- Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2006, "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 771.
- Kyoo il Kim, 2006, "Higher Order Bias Correcting Moment Equation for M-Estimation and its Higher Order Efficiency," Working Papers, Singapore Management University, School of Economics, number 17-2006, Sep.
- Kyoo il Kim, 2006, "Set Inference for Semiparametric Discrete Games," Working Papers, Singapore Management University, School of Economics, number 16-2006, Sep.
- Kyoo il Kim, 2006, "Semiparametric Estimation of Signaling Games," Working Papers, Singapore Management University, School of Economics, number 19-2006, Sep.
- Ulrich Mueller & Mark W. Watson, 2006, "Testing Models of Low-Frequency Variability," NBER Working Papers, National Bureau of Economic Research, Inc, number 12671, Nov.
- Item repec:vpi:wpaper:e06-7 is not listed on IDEAS anymore
- Item repec:vpi:wpaper:e06-10 is not listed on IDEAS anymore
- Item repec:cfs:cfswop:wp2000623 is not listed on IDEAS anymore
- Item repec:ehu:biltok:200603 is not listed on IDEAS anymore
- Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005, "Regime Switching and Artificial Neural Network Forecasting," Working Papers, University of Crete, Department of Economics, number 0502, Jan.
- Item repec:dgr:kubcen:2006104 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20060085 is not listed on IDEAS anymore
- Item repec:vpi:wpaper:e06-6 is not listed on IDEAS anymore
- Item repec:vpi:wpaper:e06-9 is not listed on IDEAS anymore
- Wayne E. Ferson & Sergei Sarkissian & Timothy Simin, 2006, "Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression," NBER Working Papers, National Bureau of Economic Research, Inc, number 12658, Oct.
- Ralf Brueggemann & Helmut Luetkepohl & Massimiliano Marcellino, 2006, "Forecasting Euro-Area Variables with German Pre-EMU Data," Economics Working Papers, European University Institute, number ECO2006/30.
- Ley, Eduardo & Steel, Mark F. J., 2006, "Jointness in Bayesian variable selection with applications to growth regression," Policy Research Working Paper Series, The World Bank, number 4063, Nov.