Report NEP-ECM-2000-06-05

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:wop:cirano:2000s15 is not listed on IDEAS anymore

• Jean-Marie Dufour & Olivier Torrès, 2000. "Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes," CIRANO Working Papers 2000s-17, CIRANO.
• Donald J. Brown & Marten H. Wegkamp, 2000. "Asymptotics in Minimum Distance from Independence Estimation," Cowles Foundation Discussion Papers 1252, Cowles Foundation for Research in Economics, Yale University.
• Item repec:wop:cirano:2000s16 is not listed on IDEAS anymore

• Elena Andreou & Eric Ghysels, 2000. "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers 2000s-19, CIRANO.
• Donald W.K. Andrews & Moshe Y. Buchinsky, 2000. "On the Number of Bootstrap Repetitions for BC_a Confidence Intervals," Cowles Foundation Discussion Papers 1250, Cowles Foundation for Research in Economics, Yale University.
• Massimiliano Marcellino & Oscar Jorda, "undated". "Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data," Working Papers 164, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Yoosoon Chang, 2000. "Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency," Cowles Foundation Discussion Papers 1251, Cowles Foundation for Research in Economics, Yale University.
• Jean-Marie Dufour & Touhami Abdelkhalek, 2000. "Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models," CIRANO Working Papers 2000s-18, CIRANO.