Report NEP-ECM-2001-10-16

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:

• Cees Diks & Sebastiano Manzan, 2001. "Tests for Serial Independence and Linearity based on Correlation Integrals," Tinbergen Institute Discussion Papers 01-085/1, Tinbergen Institute.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "How accurate is the asymptotic approximation to the distribution of realised volatility?," Economics Papers 2001-W16, Economics Group, Nuffield College, University of Oxford.
• Item repec:dgr:kubcen:200165 is not listed on IDEAS anymore

• Frank Gerhard, 2001. "A simple dynamic model for limited dependent variables," Economics Papers 2001-W11, Economics Group, Nuffield College, University of Oxford.
• Darren Lubotsky & Martin Wittenberg, 2001. "Interpretation of Regressions with Multiple Proxies," Econometrics 0110005, University Library of Munich, Germany.
• Bent Nielsen, 2001. "Order determination in general vector autoregressions," Economics Papers 2001-W10, Economics Group, Nuffield College, University of Oxford.
• Alain Guay, 2001. "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers 142, CREFE, Université du Québec à Montréal.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Higher order variation and stochastic volatility models," Economics Papers 2001-W8, Economics Group, Nuffield College, University of Oxford.
• Item repec:dgr:kubcen:200167 is not listed on IDEAS anymore

• Jim Engle-Warnick, 2001. "Inferring Strategies from Observed Actions: A Nonparametric, Binary Tree Classification Approach," Economics Papers 2001-W14, Economics Group, Nuffield College, University of Oxford.
• J.S. Cramer, 2001. "Measures of Fit for Multinomial Discrete Models," Tinbergen Institute Discussion Papers 01-082/4, Tinbergen Institute.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Realised power variation and stochastic volatility models," Economics Papers 2001-W18, Economics Group, Nuffield College, University of Oxford.
• Item repec:dgr:kubcen:200163 is not listed on IDEAS anymore

• H. Peter Boswijk, 2001. "Testing for a Unit Root with Near-Integrated Volatility," Tinbergen Institute Discussion Papers 01-077/4, Tinbergen Institute.