Printed from https://ideas.repec.org/n/nep-ecm/2007-05-26.html
Report NEP-ECM-2007-05-26
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:
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006, "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200701, Sep, revised Jan 2007.
- Chihwa Kao & Long Liu, 2007, "Consistent Estimation with Weak Instruments in Panel Data," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 95, May.
- Item repec:hum:wpaper:sfb649dp2007-029 is not listed on IDEAS anymore
- Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 1927, May.
- Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Structural Breaks," Discussion Papers in Economics, University of Munich, Department of Economics, number 1926, May.
- Zsolt Darvas & Zoltán Schepp, 2007, "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0705, May.
- Di Iorio, Francesca & Fachin, Stefano, 2006, "Testing for breaks in cointegrated panels," MPRA Paper, University Library of Munich, Germany, number 3280, Jul.
- Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007, "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper, University Library of Munich, Germany, number 3302, May.
- Item repec:hum:wpaper:sfb649dp2007-027 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20070027 is not listed on IDEAS anymore
- Lee, Kiseop & Xu, Mingxin, 2007, "Parameter estimation from multinomial trees to jump diffusions with k means clustering," MPRA Paper, University Library of Munich, Germany, number 3307, Apr, revised 26 Apr 2007.
- Laurini, Márcio P. & Hotta, Luiz K., 2007, "Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_88, Oct.
- Item repec:fip:fedlwp:2007-19 is not listed on IDEAS anymore
- Escanciano, J. C. & Olmo, J., 2007, "Estimation risk effects on backtesting for parametric value-at-risk models," Working Papers, Department of Economics, City St George's, University of London, number 07/11.
- Ethan Cohen-Cole & Giulio Zanella, 2007, "Unpacking social interactions," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU07-4.
- Item repec:dgr:uvatin:20070036 is not listed on IDEAS anymore
- Joseph Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2007, "Unit Roots in Inflation and Aggregation Bias," Working Papers, Business School - Economics, University of Glasgow, number 2007_07, May.