Report NEP-ECM-2007-06-30This 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.
The following items were announced in this report:
- Yu Ren & Katsumi Shimotsu, 2007. "Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test," Working Papers 1126, Queen's University, Department of Economics.
- James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Papers 1127, Queen's University, Department of Economics.
- Antonio E. Noriega & Daniel Ventosa-Santaulària, 2006. "Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks," Working Papers 2006-12, Banco de México.
- Item repec:col:001061:002921 is not listed on IDEAS anymore
- Carlos Capistrán & Allan Timmermann, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.
- Jennifer Chan & Boris Choy & Udi Makov, 2007. "Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution," Research Paper Series 196, Quantitative Finance Research Centre, University of Technology, Sydney.
- Carla Ysusi, 2006. "Detecting Jumps in High-Frequency Financial Series Using Multipower Variation," Working Papers 2006-10, Banco de México.
- Carla Ysusi, 2006. "Estimating Integrated Volatility Using Absolute High-Frequency Returns," Working Papers 2006-13, Banco de México.
- Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
- Item repec:hal:papers:halshs-00156685_v1 is not listed on IDEAS anymore
- John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics.
- Ruist, Erik, 2007. "The choice between two hypothesis tests," SSE/EFI Working Paper Series in Economics and Finance 667, Stockholm School of Economics.
- Item repec:iim:iimawp:2006-08-04 is not listed on IDEAS anymore
- Item repec:zbw:cauewp:5584 is not listed on IDEAS anymore
- van den Berg, Gerard J & van der Klaauw, Bas, 2007. "If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions," CEPR Discussion Papers 6323, C.E.P.R. Discussion Papers.
- Carlos Capistrán & Allan Timmermann, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.