Report NEP-ECM-2002-04-22

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:

• Geert Ridder & Tiemen Woutersen, 2001. "The Singularity of the Efficiency Bound of the Mixed Proportional Hazard Model," University of Western Ontario, Departmental Research Report Series 20019, University of Western Ontario, Department of Economics.
• Item repec:esx:essedp:531 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2002259 is not listed on IDEAS anymore

• Item repec:fip:fedlwp:2001-009b is not listed on IDEAS anymore

• Item repec:esx:essedp:534 is not listed on IDEAS anymore

• Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0111, Université Laval - Département d'économique.
• Mario Faliva & Maria Grazia Zoia, 2002. "A Neat Derivation of the Representation Theorem for I (2) Processes," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2002.01, Institut d'Economie et Econométrie, Université de Genève.
• Item repec:esx:essedp:535 is not listed on IDEAS anymore

• Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank).
• Rodney W Strachan & Brett Inder, 2000. "Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model," Working Papers 2000_16, University of Liverpool, Department of Economics.
• Rosario Dell'Aquila & Elvezio Ronchetti, 2002. "Robust Tests of Predictive Accuracy," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2002.02, Institut d'Economie et Econométrie, Université de Genève.
• Item repec:wop:calsdi:2000-32r is not listed on IDEAS anymore

• Tiemen Woutersen, 2001. "Robustness Against Incidental Parameters and Mixing Distributions," University of Western Ontario, Departmental Research Report Series 200110, University of Western Ontario, Department of Economics.
• Item repec:esx:essedp:529 is not listed on IDEAS anymore