Report NEP-ECM-2001-09-10

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.

Other reports in NEP-ECM

The following items were announced in this report:

• Item repec:wop:humbsf:2001-5 is not listed on IDEAS anymore

• Jaebeom Kim & Masao Ogaki & Min-Seok Yang, 2001. "Structural Error Correction Models: Instrumental Variables Methods and Application to an Exchange Rate Model," Working Papers 01-01, Ohio State University, Department of Economics.
• Item repec:wop:humbsf:2001-25 is not listed on IDEAS anymore

• Jesus Gonzalo & Jean-Yves Pitarakis, 2001. "Lag Length Estimation in Large Dimensional Systems," Econometrics 0108003, University Library of Munich, Germany.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2000. "Econometric analysis of realised volatility and its use in estimating stochastic volatility models," Economics Papers 2001-W4, Economics Group, Nuffield College, University of Oxford, revised 05 Jul 2001.
• Lanne, Markku & Lütkepohl, Helmut & Saikkonen, Pentti, 2001. "Test procedures for unit roots in time series with level shifts at unknown time," SFB 373 Discussion Papers 2001,39, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Härdle, Wolfgang & Herwartz, Helmut & Spokoiny, Vladimir G., 2001. "Time inhomogeneous multiple volatility modelling," SFB 373 Discussion Papers 2001,7, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Item repec:wop:humbsf:2001-1 is not listed on IDEAS anymore

• Linton, Oliver Bruce & Xiao, Zhijie, 2001. "A nonparametric regression estimator that adapts to error distribution of unknown form," SFB 373 Discussion Papers 2001,33, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Item repec:wop:humbsf:2001-59 is not listed on IDEAS anymore

• Kyungho Jang, 2001. "Impulse Response Analysis with Long Run Restrictions on Error Correction Models," Working Papers 01-04, Ohio State University, Department of Economics.
• Kreiss, Jens-Peter & Paparoditis, Efstathios, 2001. "Autoregressive aided periodogram bootstrap for time series," SFB 373 Discussion Papers 2001,60, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Charles R. Nelson, 1987. "Spurious Trend and Cycle in the State Space Decomposition of a Time Series with a Unit Root," NBER Technical Working Papers 0063, National Bureau of Economic Research, Inc.
• Item repec:wop:humbsf:2001-26 is not listed on IDEAS anymore

• Climov, Daniela & Delecroix, Michel & Simar, Léopold, 2001. "Semiparametric estimation in single index poisson regression: A practical approach," SFB 373 Discussion Papers 2001,51, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
• Frank Kleibergen, 2001. "Testing Parameters in GMM without Assuming that they are identified," Tinbergen Institute Discussion Papers 01-067/4, Tinbergen Institute.
• Item repec:wop:humbsf:2001-48 is not listed on IDEAS anymore