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Report NEP-ECM-2007-03-03
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:
- Todd Prono, 2006, "GARCH-based identification of triangular systems with an application to the CAPM: still living with the roll critique," Working Papers, Federal Reserve Bank of Boston, number 07-1.
- Giulio Bottazzi & Angelo Secchi, 2007, "Repeated Choices under Dynamic Externalities," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/08, Mar.
- Westerlund, Joakim, 2007, "A Note on the Pooling of Individual PANIC Unit Root Tests," Working Papers, Lund University, Department of Economics, number 2007:5, Feb.
- Almut Elisabeth Dorothea Veraart, 2007, "Feasible inference for realised variance in the presence of jumps," OFRC Working Papers Series, Oxford Financial Research Centre, number 2007fe02.
- Dmitry Danilov & Jan R. Magnus, 2007, "On the estimation of a large sparse Bayesian system: the Snaer program," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-478, Feb.
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 2006, "Threshold effects in cointegrating relationships," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we20060621, Jun.
- Silja Kinnebrock & Mark Podolskij, 2007, "A Note on the Central Limit Theorem for Bipower Variation of General Functions," OFRC Working Papers Series, Oxford Financial Research Centre, number 2007fe03.
- Veiga, Helena, 2007, "The sign of asymmetry and the Taylor Effect in stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws070702, Feb.
- Lawrence J. White, 2007, "Reducing Barriers to Services Trade: The U.S. Case," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 07-7.
- Item repec:dgr:uvatin:20070017 is not listed on IDEAS anymore
- Chengsi Zhang & Denise R. Osborn & Dong Heon Kim, 2006, "Observed Inflation Forecasts and the New Keynesian Phillips Curve," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 79.