Report NEP-ECM-2007-05-26

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, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006. "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers EM200701, Universidad de Guanajuato, Department of Economics and Finance, revised Jan 2007.
• Chihwa Kao & Long Liu, 2007. "Consistent Estimation with Weak Instruments in Panel Data," Center for Policy Research Working Papers 95, Center for Policy Research, Maxwell School, Syracuse University.
• Item repec:hum:wpaper:sfb649dp2007-029 is not listed on IDEAS anymore

• Schlicht, Ekkehart, 2007. "Trend Extraction From Time Series With Missing Observations," Discussion Papers in Economics 1927, University of Munich, Department of Economics.
• Schlicht, Ekkehart, 2007. "Trend Extraction From Time Series With Structural Breaks," Discussion Papers in Economics 1926, University of Munich, Department of Economics.
• Zsolt Darvas & Zoltán Schepp, 2007. "Forecasting Exchange Rates of Major Currencies with Long Maturity Forward Rates," Working Papers 0705, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest.
• Di Iorio, Francesca & Fachin, Stefano, 2006. "Testing for breaks in cointegrated panels," MPRA Paper 3280, University Library of Munich, Germany.
• Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007. "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper 3302, University Library of Munich, Germany.
• Härdle, Wolfgang Karl & Mungo, Julius, 2007. "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers 2007-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:dgr:uvatin:20070027 is not listed on IDEAS anymore

• Lee, Kiseop & Xu, Mingxin, 2007. "Parameter estimation from multinomial trees to jump diffusions with k means clustering," MPRA Paper 3307, University Library of Munich, Germany, revised 26 Apr 2007.
• Laurini, Márcio P. & Hotta, Luiz K., 2007. "Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li," Insper Working Papers wpe_88, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
• Item repec:fip:fedlwp:2007-19 is not listed on IDEAS anymore

• Escanciano, J. C. & Olmo, J., 2007. "Estimation risk effects on backtesting for parametric value-at-risk models," Working Papers 07/11, Department of Economics, City University London.
• Ethan Cohen-Cole & Giulio Zanella, 2007. "Unpacking social interactions," Supervisory Research and Analysis Working Papers QAU07-4, Federal Reserve Bank of Boston.
• Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007. "The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts," Tinbergen Institute Discussion Papers 07-036/4, Tinbergen Institute.
• Joseph Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2007. "Unit Roots in Inflation and Aggregation Bias," Working Papers 2007_07, Business School - Economics, University of Glasgow.