Printed from https://ideas.repec.org/n/nep-ecm/2007-03-10.html
Report NEP-ECM-2007-03-10
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:
- Norman Swanson & Valentina Corradi, 2006, "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers, Rutgers University, Department of Economics, number 200618, Sep.
- Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006, "A Simulation Based Specification Test for Diffusion Processes," Departmental Working Papers, Rutgers University, Department of Economics, number 200614, Sep.
- Item repec:qmw:qmwecw:wp587 is not listed on IDEAS anymore
- Valentina Corradi & Norman Swanson & Walter Distaso, 2006, "Predictive Inference for Integrated Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 200616, Sep.
- Norman Swanson & Nii Ayi Armah, 2006, "Predictive Inference Under Model Misspecification with an Application to Assessing the Marginal Predictive Content of Money for Output," Departmental Working Papers, Rutgers University, Department of Economics, number 200619, Sep.
- Fabio Busetti & Andrew Harvey, 2007, "Testing for trend," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 614, Feb.
- Valentina Corradi & Norman Swanson & Walter Distaso, 2006, "Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures," Departmental Working Papers, Rutgers University, Department of Economics, number 200620, Oct.
- Kakamu, Kazuhiko & Polasek, Wolfgang, 2007, "Cross-sectional Space-time Modeling Using ARNN(p, n) Processes," Economics Series, Institute for Advanced Studies, number 203, Feb.
- Yasuhiro Omori, 2007, "Efficient Gibbs Sampler for Bayesian Analysis of a Sample Selection Model," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-481, Mar.
- Jan R. Magnus, 2007, "The asymptotic variance of the pseudo maximum likelihood estimator," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-479, Mar.
- DeRossi, G. & Harvey, A., 2007, "Quantiles, Expectiles and Splines," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0702, Feb.
- Item repec:qmw:qmwecw:wp588 is not listed on IDEAS anymore
- John C. Frain, 2007, "Small sample power of tests of normality when the alternative is an alpha-stable distribution," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0207, Feb.
- Busettti, F. & Harvey, A., 2007, "Tests of time-invariance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0701, Mar.
- Pagan, A. & Pesaran, M.H., 2007, "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0704, Jan.
- Timmermann, Allan & Elliott, Graham, 2007, "Economic Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6158, Mar.
- Heejoon Kang, 2006, "Inappropriate Detrending and Spurious Cointegration," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2006-14.
- Nicholas Longford, 2006, "An assessment of empirical Bayes and composite estimators for small areas," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 995, Nov.
- Eric Rasmusen, 2006, "The BLP Method of Demand Curve Estimation in Industrial Organization," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2006-04, Mar.
- Item repec:qmw:qmwecw:wp590 is not listed on IDEAS anymore
- Razzak, Weshah, 2003, "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 1970, revised 2007.
- López, Fernando & Chasco, Coro, 2007, "Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model," MPRA Paper, University Library of Munich, Germany, number 1985, Mar.
- Sumon Kumar Bhaumik & Ira N. Gang & Myeong-Su Yun, 2006, "A Note on Decomposing Differences in Poverty Incidence Using Regression Estimates: Algorithm and Example," Departmental Working Papers, Rutgers University, Department of Economics, number 200633, Dec.
- Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006, "Characteristic function approach to the sum of stochastic variables," MPRA Paper, University Library of Munich, Germany, number 1984.
- Nicholas Longford & D. B. Rubin, 2006, "Performance assessment and league tables. Comparing like with like," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 994, Nov.
- Doppelhofer, G. & Cuaresma, J.C., 2007, "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0706, Feb.
- Urzúa, Carlos M., 2007, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-03, Feb.
- Bruce Mizrach, 2007, "Recovering Probabilistic Information From Options Prices and the Underlying," Departmental Working Papers, Rutgers University, Department of Economics, number 200702, Jan.
- Everts, Martin, 2006, "Band-Pass Filters," MPRA Paper, University Library of Munich, Germany, number 2049, Jan.