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Report NEP-ECM-2007-11-17
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:
- Søren Johansen & Morten Ørregaard Nielsen, 2007, "Likelihood Inference for a Nonstationary Fractional Autoregressive Model," Discussion Papers, University of Copenhagen. Department of Economics, number 07-27, Aug.
- Antonio Diez de los Rios & Enrique Sentana, 2007, "Testing Uncovered Interest Parity: A Continuous-Time Approach," Staff Working Papers, Bank of Canada, number 07-53, DOI: 10.34989/swp-2007-53.
- David F. Hendry & Søren Johansen & Carlos Santos, 2007, "Selecting a Regression Saturated by Indicators," Discussion Papers, University of Copenhagen. Department of Economics, number 07-26, Aug.
- Gregory Connor & Oliver Linton & Matthias Hagmann, 2007, "Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns," FMG Discussion Papers, Financial Markets Group, number dp599, Sep.
- Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2007, "Inference for stochastic volatility model using time change transformations," MPRA Paper, University Library of Munich, Germany, number 5697.
- Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O., 2007, "Likelihood-based inference for correlated diffusions," MPRA Paper, University Library of Munich, Germany, number 5696.
- Søren Johansen, 2007, "Correlation, Regression, and Cointegration of Nonstationary Economic Time Series," Discussion Papers, University of Copenhagen. Department of Economics, number 07-25, Nov.
- Casey Quinn, 2006, "Alternative methods for estimating systems of (health) equations," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 06/05, Jul.
- Item repec:dnb:dnbwpp:150 is not listed on IDEAS anymore
- Andrew M. Jones, 2007, "Panel data methods and applications to health economics," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/18, Aug.
- Søren Johansen, 2007, "Some Identification Problems in the Cointegrated Vector Autoregressive Model," Discussion Papers, University of Copenhagen. Department of Economics, number 07-24, Oct.
- Samuel Zita & Rangan Gupta, 2007, "Modelling and Forecasting the Metical-Rand Exchange Rate," Working Papers, University of Pretoria, Department of Economics, number 200702, Feb.
- Pötscher, Benedikt M., 2007, "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper, University Library of Munich, Germany, number 5677, Aug.
- Bontemps, Christian & Meddahi, Nour, 2007, "Testing Distributional Assumptions: A GMM Approach," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 486, Oct.
- Nikias Sarafoglou & Jean H.P. Paelinck, 2007, "On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics," Department of Economics University of Siena, Department of Economics, University of Siena, number 514, Sep.
- Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007, "RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2007/15, Nov.
- Casey Quinn, 2007, "The health-economic applications of copulas: methods in applied econometric research," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/22, Oct.