Printed from https://ideas.repec.org/n/nep-ecm/2007-10-20.html
Report NEP-ECM-2007-10-20
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:
- Patrick Gagliardini & Olivier Scaillet, 2007, "A Specification Test For Nonparametric Instrumental Variable Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-13, Apr.
- P. Gagliardini & O. Scaillet, 2006, "Tikhonov Regularization for Functional Minimum Distance Estimators," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-30, May, revised Nov 2006.
- Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-36, Sep.
- J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet, 2006, "Local Transformation Kernel Density Estimation of Loss Distributions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-32, Nov, revised Jun 2007.
- Item repec:qmw:qmwecw:wp609 is not listed on IDEAS anymore
- Donald W.K. Andrews & Gustavo Soares, 2007, "Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1631, Oct.
- Peter Winker & Manfred Gilli & Vahidin Jeleskovic, 2007, "An Objective Function for Simulation Based Inference on Exchange Rate Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-01, Feb.
- Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006, "Robust Subsampling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-33, Nov.
- Artis, Michael & Nachane, Dilip M & Hoffmann, Mathias & Clavel, Jose Garcia, 2007, "Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6517, Oct.
- Item repec:qmw:qmwecw:wp612 is not listed on IDEAS anymore
- Jesús Crespo-Cuaresma & Adusei Jumah & Sohbet Karbuz, , "Modelling and Forecasting Oil Prices: The Role of Asymmetric Cycles," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2007-22.
- Di Iorio, Francesca & Fachin, Stefano, 2007, "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-39.
- Item repec:dgr:kubcen:200780 is not listed on IDEAS anymore
- Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007, "Mixtures of t-distributions for Finance and Forecasting," Economics Series, Institute for Advanced Studies, number 216, Oct.
- Gianluca Moretti, 2007, "Detecting long memory co-movements in macroeconomic time series," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 642, Sep.
- Michael Lechner, 2007, "A Note on the Relation of Weighting and Matching Estimators," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-34, Sep.
- Bask, Mikael & Widerberg, Anna, 2007, "The Stability and Volatility of Electricity Prices: An Illustration of (lambda, sigma-2) Analysis," Working Papers in Economics, University of Gothenburg, Department of Economics, number 267, Oct.
- Filippo Altissimo & Riccardo Cristadoro & Mario Forni & Marco Lippi & Giovanni Veronese, 2007, "New Eurocoin: Tracking Economic Growth in Real Time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 631, Jun.
- GARROI, Jean-Jacques & GOOS, Peter & SÖRENSEN, Kenneth, 2006, "A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation and time trends," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2006026, Oct.
- Echenique, Federico & Komunjer, Ivana, 2007, "A test for monotone comparative statics," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 1278, Sep.
- Timmermann, Allan & Patton, Andrew, 2007, "Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6526, Oct.
- Jones, Randall J. & Armstrong, J. Scott & Cuzan, Alfred G., 2007, "Forecasting elections using expert surveys: an application to U.S. presidential elections," MPRA Paper, University Library of Munich, Germany, number 5301, Oct.
- KOCH, Inge & DE SCHEPPER, Ann, 2006, "The comonotonicity coefficient: A new measure of positive dependence in a multivariate setting," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2006030, Jan.
- Peter Bossaerts & Charles Plott & William R. Zame, 2007, "Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-05, Mar.
- Eric Jondeau & Michael Rockinger, 2006, "The Impact of News on Higher Moments," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-28, Nov.
- Giovanni Barone-Adesi & Robert F. Engle & Loriano Mancini, 2007, "A GARCH Option Pricing Model in Incomplete Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-03, Feb.