Report NEP-ECM-2009-04-25

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.

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Other reports in NEP-ECM

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, ULB -- Universite Libre de Bruxelles, number 2009_013.
• Kilian, Lutz & Kim, Yun Jung, 2009, "Do Local Projections Solve the Bias Problem in Impulse Response Inference?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7266, Apr.
• Høg, Esben, 2008, "Volatility and realized quadratic variation of differenced returns : A wavelet method approach," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2008-06, Aug.
• Item repec:hum:wpaper:sfb649dp2009-021 is not listed on IDEAS anymore

• Christopher J. Bennett, 2009, "p-Value Adjustments for Asymptotic Control of the Generalized Familywise Error Rate," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0905, Apr.
• 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, Institute of Economic Research, Hitotsubashi University, number gd09-055, Mar.
• Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009, "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/216, Apr.
• 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, Business School - Economics, University of Glasgow, number 2009_15, Apr.
• Item repec:hal:wpaper:hal-00375715_v1 is not listed on IDEAS anymore

• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Multi-Factor Gegenbauer Processes and European Inflation Rates," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 879.
• Item repec:hal:cesptp:halshs-00375713_v1 is not listed on IDEAS anymore

• Item repec:ehu:biltok:200901 is not listed on IDEAS anymore

Report NEP-ECM-2009-04-25

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: