Printed from https://ideas.repec.org/n/nep-ecm/2008-04-29.html
Report NEP-ECM-2008-04-29
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:
- Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2008, "Simple Wald tests of the fractional integration parameter : an overview of new results," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we20080129, Jan.
- Eduardo Mendes & Les Oxley & William Rea & Marco Reale, 2008, "Long memory or shifting means? A new approach and application to realised volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/04, Jan.
- Beatrice Pataracchia, 2008, "The Spectral Representation of Markov-Switching Arma Models," Department of Economics University of Siena, Department of Economics, University of Siena, number 528, Mar.
- Item repec:dgr:kubcen:200840 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20080036 is not listed on IDEAS anymore
- Canova, Fabio, 2008, "How much structure in empirical models?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6791, Apr.
- Item repec:hal:papers:halshs-00275254_v1 is not listed on IDEAS anymore
- Barnett, William A. & Serletis, Apostolos, 2008, "Consumer preferences and demand systems," MPRA Paper, University Library of Munich, Germany, number 8413, Apr.
- Item repec:hal:papers:halshs-00275769_v1 is not listed on IDEAS anymore
- Clive G. Bowsher & Roland Meeks, 2008, "The dynamics of economics functions: modelling and forecasting the yield curve," Working Papers, Federal Reserve Bank of Dallas, number 0804.
- Item repec:inu:caeprp:2008-008 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2008-034 is not listed on IDEAS anymore
- Lanne, Markku & Saikkonen, Pentti, 2008, "Modeling Expectations with Noncausal Autoregressions," MPRA Paper, University Library of Munich, Germany, number 8411.
- Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2008, "Adaptive Experimental Design Using the Propensity Score," MPRA Paper, University Library of Munich, Germany, number 8315, Apr.
- Erik Hjalmarsson, 2008, "Interpreting long-horizon estimates in predictive regressions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 928.
- Jonas Dovern & Ulrich Fritsche, 2008, "Estimating fundamental cross-section dispersion from fixed event forecasts," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200801, May.
- Prof D.S.G. Pollock, 2008, "The Realisation of Finite-Sample Frequency-Selective Filters," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 08/13, Apr.
- Item repec:hal:papers:halshs-00275767_v1 is not listed on IDEAS anymore
- Item repec:hhs:bofitp:2008_002 is not listed on IDEAS anymore
- Mercereau, Benoît & Miniane, Jacques Alain, 2008, "Should We Trust the Empirical Evidence from Present Value Models of the Current Account?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-10.
- Colander, David C., 2008, "Economists, Incentives, Judgment, and Empirical Work," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-12.
- TENENHAUS, Michel, 2008, "Component-based structural equation modelling," HEC Research Papers Series, HEC Paris, number 887, Jan.