Report NEP-ECM-2009-04-25This 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:
- Item repec:dgr:kubcen:200925 is not listed on IDEAS anymore
- Item repec:hal:cesptp:halshs-00368340_v1 is not listed on IDEAS anymore
- Item repec:hal:cesptp:halshs-00375531_v1 is not listed on IDEAS anymore
- Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2009. "Optimal rank-based testing for principal component," Working Papers ECARES 2009_013, ULB -- Universite Libre de Bruxelles.
- Kilian, Lutz & Kim, Yun Jung, 2009. "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers 7266, C.E.P.R. Discussion Papers.
- Høg, Esben, 2008. "Volatility and realized quadratic variation of differenced returns : A wavelet method approach," Finance Research Group Working Papers F-2008-06, University of Aarhus, Aarhus School of Business, Department of Business Studies.
- Denis Belomestny, 2009. "Spectral estimation of the fractional order of a LÃ©vy process," SFB 649 Discussion Papers SFB649DP2009-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Christopher J. Bennett, 2009. "p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate," Vanderbilt University Department of Economics Working Papers 0905, Vanderbilt University Department of Economics.
- Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," Global COE Hi-Stat Discussion Paper Series gd09-055, Institute of Economic Research, Hitotsubashi University.
- Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009. "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation 09/216, Department of Economics, University of Bristol, UK.
- Item repec:hal:cesptp:halshs-00368334_v1 is not listed on IDEAS anymore
- Item repec:hal:cesptp:halshs-00377485_v1 is not listed on IDEAS anymore
- Jim Malley & Ulrich Woitek, 2009. "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers 2009_15, Business School - Economics, University of Glasgow.
- Stéphane Loisel, 2009. "A trivariate non-Gaussian copula having 2-dimensional Gaussian copulas as margins," Working Papers hal-00375715, HAL.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," Discussion Papers of DIW Berlin 879, DIW Berlin, German Institute for Economic Research.
- Item repec:hal:cesptp:halshs-00375713_v1 is not listed on IDEAS anymore
- Item repec:ehu:biltok:200901 is not listed on IDEAS anymore