Printed from https://ideas.repec.org/n/nep-ecm/2006-12-16.html
Report NEP-ECM-2006-12-16
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:
- Kazuhiko Hayakawa & Eiji Kurozumi, 2006, "The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-194, Dec.
- Stanislav Anatolyev, 2006, "Dynamic modeling under linear-exponential loss," Working Papers, Center for Economic and Financial Research (CEFIR), number w0092, Dec.
- Eiji Kurozumi & Kazuhiko Hayakawa, 2006, "Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-197, Dec.
- Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006, "Methods for inference in large multiple-equation Markov-switching models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-22.
- Erik Hjalmarsson, 2006, "Predictive regressions with panel data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 869.
- Teräsvirta, Timo, 2006, "An introduction to univariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 646, Dec.
- Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels, 2006, "Stability Tests for Heterogeneous Panel Data," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 24-2006, Oct, revised Dec 2006.
- Item repec:dgr:umamet:2006056 is not listed on IDEAS anymore
- Patrik Guggenberger, , "Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007," UCLA Economics Online Papers, UCLA Department of Economics, number 400.
- Luc, BAUWENS & Nikolaus, HAUTSCH, 2006, "Modelling Financial High Frequency Data Using Point Processes," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006039, Sep.
- Nicoletti, Cheti & Rondinelli, Concetta, 2006, "The (mis)specification of discrete time duration models with unobserved heterogenity: a Monte Carlo study," ISER Working Paper Series, Institute for Social and Economic Research, number 2006-53, Nov.
- Massimo Guidolin & Carrie Fangzhou Na, 2007, "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers, Federal Reserve Bank of St. Louis, number 2006-059, DOI: 10.20955/wp.2006.059.
- Item repec:dgr:umamet:2006054 is not listed on IDEAS anymore
- Anthony Garratt & Kevin Lee, 2006, "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0616, Dec.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006, "Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0618, Dec.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006, "Real Time Representations of the Output Gap," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0619, Dec.
- Tapas K. Mishra, 2006, "A Further Look into the Demography-based GDP Forecasting Method," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-17.