Report NEP-ECM-2003-05-22

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Joshua D. Angrist, 2003. "Treatment Effect Heterogeneity in Theory and Practice," NBER Working Papers 9708, National Bureau of Economic Research, Inc.
• Item repec:fra:franaf:90 is not listed on IDEAS anymore

• Item repec:cdl:ucsbec:1019 is not listed on IDEAS anymore

• Yoshua Bengio & Yves Grandvalet, 2003. "No unbiased Estimator of the Variance of K-Fold Cross-Validation," CIRANO Working Papers 2003s-22, CIRANO.
• M. Dumont & G. Rayp & P. Willemé & O. Thas, 2003. "Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/172, Ghent University, Faculty of Economics and Business Administration.
• Joachim Grammig & Erik Theissen, 2002. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," Bonn Econ Discussion Papers bgse37_2002, University of Bonn, Germany.
• Item repec:cdl:ucsbec:1021 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2003320 is not listed on IDEAS anymore

• Elena Andreou & Eric Ghysels, 2003. "Test for Breaks in the Conditional Co-Movements of Asset Returns," University of Cyprus Working Papers in Economics 3-2003, University of Cyprus Department of Economics.
• Mikkelsen, Peter, 2003. "Estimating intractable non-linear term structure models," Finance Working Papers 02-7, University of Aarhus, Aarhus School of Business, Department of Business Studies.
• Item repec:dgr:eureir:2003321 is not listed on IDEAS anymore

• Yoshua Bengio & Nicolas Chapados, 2003. "Metric-Based Model Selection For Time-Series Forecasting," CIRANO Working Papers 2003s-24, CIRANO.