Printed from https://ideas.repec.org/n/nep-ecm/2007-02-17.html
Report NEP-ECM-2007-02-17
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:dgr:kubcen:20071 is not listed on IDEAS anymore
- Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007, "Semiparametric estimation of the dependence parameter of the error terms in multivariate regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/07, Feb.
- Catherine Bruneau & Amine Lahiani, 2006, "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-17.
- Lillestøl, Jostein, 2007, "Some new bivariate IG and NIG-distributions for modelling covariate nancial returns," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/1, Jan.
- Calista Cheung & Frédérick Demers, 2007, "Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation," Staff Working Papers, Bank of Canada, number 07-8, DOI: 10.34989/swp-2007-8.
- Bent Nielsen & Eric Engler, 2007, "The empirical process of autoregressive residuals," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2007-W01, Jan.
- Item repec:lan:wpaper:003091 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:20079 is not listed on IDEAS anymore
- Item repec:qut:dpaper:192 is not listed on IDEAS anymore
- Zsolt Darvas & Balázs Varga, 2007, "Inflation persistence in the euro-area, US, and new members of the EU: Evidence from time-varying coefficient models," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 137, Feb.
- Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2006, "Testing I(1) against I(d) alternatives with Wald Tests in the presence of deterministic components," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we20061221, Dec.
- Bent Nielsen & Carlos Caceres, 2007, "Convergence to Stochastic Integrals with Non-linear integrands," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2007-W02, Feb.
- Jan Ámos Víšek, 2007, "The Instrumental Weighted Variables. Part I. Consistency," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/05, Jan, revised Jan 2007.
- Jan Ámos Víšek, 2007, "The Instrumental Weighted Variables. Part II. Square root of n-consistency," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/06, Jan, revised Jan 2007.
- Jan Ámos Víšek, 2007, "The Instrumental Weighted Variables. Part III. Asymptotic Representation," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2007/07, Jan, revised Jan 2007.
- Item repec:qut:dpaper:200 is not listed on IDEAS anymore
- van den Berg, Gerard J., 2007, "An Economic Analysis of Exclusion Restrictions for Instrumental Variable Estimation," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2585, Jan.
- Item repec:qut:dpaper:190 is not listed on IDEAS anymore
- Item repec:qut:dpaper:191 is not listed on IDEAS anymore