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Report NEP-ECM-2007-06-30
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:
- Yu Ren & Katsumi Shimotsu, 2007, "Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test," Working Paper, Economics Department, Queen's University, number 1126, Jun.
- James G. MacKinnon, 2007, "Bootstrap Hypothesis Testing," Working Paper, Economics Department, Queen's University, number 1127, Jun.
- Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006, "Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks," Working Papers, Banco de México, number 2006-12, Dec.
- Item repec:col:001061:002921 is not listed on IDEAS anymore
- Timmermann Allan & Capistrán Carlos, 2006, "Forecast Combination with Entry and Exit of Experts," Working Papers, Banco de México, number 2006-08, Sep.
- Jennifer Chan & Boris Choy & Udi Makov, 2007, "Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 196, May.
- Ysusi Carla, 2006, "Detecting Jumps in High-Frequency Financial Series Using Multipower Variation," Working Papers, Banco de México, number 2006-10, Sep.
- Ysusi Carla, 2006, "Estimating Integrated Volatility Using Absolute High-Frequency Returns," Working Papers, Banco de México, number 2006-13, Dec.
- Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007, "Bayesian VARs with Large Panels," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6326, Jun.
- 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, University of Toronto, Department of Economics, number tecipa-293, Jun.
- Ruist, Erik, 2007, "The choice between two hypothesis tests," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 667, Jun.
- Item repec:iim:iimawp:2006-08-04 is not listed on IDEAS anymore
- Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman, 2007, "Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-11.
- Van den Berg, Gerard & 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, C.E.P.R. Discussion Papers, number 6323, Jun.
- Timmermann Allan & Capistrán Carlos, 2006, "Disagreement and Biases in Inflation Expectations," Working Papers, Banco de México, number 2006-07, Jun.