Printed from https://ideas.repec.org/n/nep-ecm/2007-06-23.html
Report NEP-ECM-2007-06-23
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:
- Peter C.B. Phillips & Ke-Li Xu, 2007, "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1612, Jun, revised Jul 2010.
- Ralf Becker & Adam Clements, 2007, "Forecasting stock market volatility conditional on macroeconomic conditions," NCER Working Paper Series, National Centre for Econometric Research, number 18, Jun.
- Item repec:cep:stiecm:/2007/518 is not listed on IDEAS anymore
- Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007, "Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/07, Jun.
- Item repec:cep:stiecm:/2007/516 is not listed on IDEAS anymore
- Peter C.B. Phillips & Chang Sik Kim, 2007, "Long Run Covariance Matrices for Fractionally Integrated Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1611, Jun.
- Jeremy J. Nalewaik, 2007, "Incorporating vintage differences and forecasts into Markov switching models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-23.
- Peter C.B. Phillips & Tassos Magdalinos, 2007, "Limit Theory for Explosively Cointegrated Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1614, Jun.
- Item repec:cep:stiecm:/2007/515 is not listed on IDEAS anymore
- Pim Ouwehand & Rob J. Hyndman & Ton G. de Kok & Karel H. van Donselaar, 2007, "A state space model for exponential smoothing with group seasonality," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/07, Jun.
- Peter C.B. Phillips, 2007, "Exact Distribution Theory in Structural Estimation with an Identity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1613, Jun.
- Item repec:bep:unimip:1053 is not listed on IDEAS anymore
- Rao, B. Bhaskara, 2007, "Deterministic and stochastic trends in the time series models: A guide for the applied economist," MPRA Paper, University Library of Munich, Germany, number 3580, Jun.
- David Hendry & Carlos Santos, 2007, "AUTOMATIC TESTS for SUPER EXOGENEITY," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 11, Jun.
- Ralf Becker & Adam Clements, 2007, "Are combination forecasts of S&P 500 volatility statistically superior?," NCER Working Paper Series, National Centre for Econometric Research, number 17, Jun.
- Colignatus, Thomas, 2007, "Correlation and regression in contingency tables. A measure of association or correlation in nominal data (contingency tables), using determinants," MPRA Paper, University Library of Munich, Germany, number 3394, Mar, revised 07 Jun 2007.
- Item repec:cep:stiecm:/2007/519 is not listed on IDEAS anymore
- Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2007, "Multivariate contemporaneous threshold autoregressive models," Working Papers, Federal Reserve Bank of St. Louis, number 2007-019, DOI: 10.20955/wp.2007.019.
- Item repec:bep:unimip:1054 is not listed on IDEAS anymore
- Frank A Cowell & Maria-Pia Victoria-Feser, 2007, "Modelling Lorenz Curves:robust and semi-parametric issues," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 91, Mar.
- Garrone Giovanna & Marchionatti Roberto, 2007, "Keynes, statistics and econometrics," CESMEP Working Papers, University of Turin, number 200703, May.
- Colignatus, Thomas, 2007, "A comparison of nominal regression and logistic regression for contingency tables, including the 2 × 2 × 2 case in causality," MPRA Paper, University Library of Munich, Germany, number 3615, Jun, revised 19 Jun 2007.
- Garrone Giovanna & Marchionatti Roberto, 2007, "The appropriate style of economic discourse. Keynes on Economics and Econometrics," CESMEP Working Papers, University of Turin, number 200702, Mar.