Report NEP-ECM-2003-10-28

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:cdl:ucsdec:2003-07 is not listed on IDEAS anymore

• Christopher F. Baum, 2003. "A review of Stata 8.1 and its time series capabilities," Boston College Working Papers in Economics 581, Boston College Department of Economics.
• Item repec:cdl:ucsdec:2003-06 is not listed on IDEAS anymore

• Rodríguez, José E. & Ávila, Fernando, 2003. "Optimal random sampling designs in random field sampling," DES - Working Papers. Statistics and Econometrics. WS ws035211, Universidad Carlos III de Madrid. Departamento de Estadística.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003. "Short run and long run causality in time series: Inference," Cahiers de recherche 2003-16, Universite de Montreal, Departement de sciences economiques.
• Michel Normandin & Louis Phaneuf, 2003. "Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility," Cahiers de recherche 0337, CIRPEE.
• Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006. "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers 2003-024, Federal Reserve Bank of St. Louis.
• Whitney K. Newey & Richard Smith, 2003. "Higher order properties of GMM and generalised empirical likelihood estimators," CeMMAP working papers CWP04/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310006, University Library of Munich, Germany, revised 24 Oct 2003.
• Item repec:cte:wsrepe:ws035212 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2003-11 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2003-14 is not listed on IDEAS anymore

• Bernard Babineau & Nathanael Braun, "undated". "Uncertainty and Output Growth Forecasts in Real Time," Working Papers-Department of Finance Canada 2003-07, Department of Finance Canada.
• Min-Hsien Chiang & Chihwa Kao, 2002. "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Models," Computing in Economics and Finance 2002 60, Society for Computational Economics.