Report NEP-ECM-2001-07-17

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:dgr:kubcen:200143 is not listed on IDEAS anymore

• John M. Maheu & Thomas McCurdy, 2001. "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers 2001s-42, CIRANO.
• Paul A. Bekker & Frank Kleibergen, 2001. "Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic," Tinbergen Institute Discussion Papers 01-055/4, Tinbergen Institute.
• Item repec:wop:calsdi:2001-08 is not listed on IDEAS anymore

• Daniel A. Ackerberg, 2001. "A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation," NBER Technical Working Papers 0273, National Bureau of Economic Research, Inc.
• Item repec:dgr:eureir:2001224 is not listed on IDEAS anymore

• Richard Luger, 2001. "Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity," Staff Working Papers 01-2, Bank of Canada.
• Item repec:dgr:rugsom:01c05 is not listed on IDEAS anymore