Printed from https://ideas.repec.org/n/nep-ets/2007-06-02.html
Report NEP-ETS-2007-06-02
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Item repec:fri:dqewps:wp0007 is not listed on IDEAS anymore
- Kazuhiko Hayakawa, 2007, "Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-212, May.
- Kazuhiko Hayakawa, 2007, "A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-213, May.
- Item repec:qmw:qmwecw:wp600 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20070751 is not listed on IDEAS anymore
- Ralf Becker & Adam Clements & James Curchin, 2007, "Does implied volatility reflect a wider information set than econometric forecasts?," NCER Working Paper Series, National Centre for Econometric Research, number 15, May.