Printed from https://ideas.repec.org/n/nep-ecm/2007-06-02.html
Report NEP-ECM-2007-06-02
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, 2007, "A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-213, May.
- Item repec:fri:dqewps:wp0007 is not listed on IDEAS anymore
- Kazuhiko Hayakawa, 2007, "Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-212, May.
- Loretan, Michael Stanislaus & Kurz-Kim, Jeong-Ryeol, 2007, "A note on the coefficient of determination in regression models with infinite-variance variables," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,10.
- Hsiao, C. & Pesaran, M.H. & Pick, A., 2007, "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0716, Apr.
- Item repec:ecb:ecbwps:20070751 is not listed on IDEAS anymore
- Scharnagl, Michael & Schumacher, Christian, 2007, "Reconsidering the role of monetary indicators for euro area inflation from a Bayesian perspective using group inclusion probabilities," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,09.
- Item repec:qmw:qmwecw:wp600 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20070752 is not listed on IDEAS anymore
- Ralf Becker & Adam Clements & James Curchin, 2007, "Does implied volatility reflect a wider information set than econometric forecasts?," NCER Working Paper Series, National Centre for Econometric Research, number 15, May.
- Jaqueline Terra Moura Marins & Eduardo Saliby, 2007, "Credit Risk Monte Carlos Simulation Using Simplified Creditmetrics' Model: the joint use of importance sampling and descriptive sampling," Working Papers Series, Central Bank of Brazil, Research Department, number 132, Mar.
- Grané Chávez, Aurea & Veiga, Helena, 2007, "Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws074713, May.
- Duan, Jin-Chuan & Fulop, Andras, 2006, "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 06015, Oct.
- Jaqueline Terra Moura Marins & Eduardo Saliby & Joséte Florencio do Santos, 2006, "Out-Of-The_Money Monte Carlo Simulation Option Pricing: the join use of Importance Sampling and Descriptive Sampling," Working Papers Series, Central Bank of Brazil, Research Department, number 116, Sep.
- Aureo de Paula, 2004, "Inference in a Synchronization Game with Social Interactions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-017, Oct, revised 01 May 2007.