Report NEP-ECM-2007-06-30

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:

• Yu Ren & Katsumi Shimotsu, 2007. "Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test," Working Paper 1126, Economics Department, Queen's University.
• James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
• Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006. "Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks," Working Papers 2006-12, Banco de México.
• Item repec:col:001061:002921 is not listed on IDEAS anymore

• Timmermann Allan & Capistrán Carlos, 2006. "Forecast Combination with Entry and Exit of Experts," Working Papers 2006-08, Banco de México.
• Jennifer Chan & Boris Choy & Udi Makov, 2007. "Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution," Research Paper Series 196, Quantitative Finance Research Centre, University of Technology, Sydney.
• Ysusi Carla, 2006. "Detecting Jumps in High-Frequency Financial Series Using Multipower Variation," Working Papers 2006-10, Banco de México.
• Ysusi Carla, 2006. "Estimating Integrated Volatility Using Absolute High-Frequency Returns," Working Papers 2006-13, Banco de México.
• Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers.
• Item repec:hal:papers:halshs-00156685_v1 is not listed on IDEAS anymore

• John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics.
• Ruist, Erik, 2007. "The choice between two hypothesis tests," SSE/EFI Working Paper Series in Economics and Finance 667, Stockholm School of Economics.
• Item repec:iim:iimawp:2006-08-04 is not listed on IDEAS anymore

• Moura, Guilherme V. & Richard, Jean-François & Liesenfeld, Roman, 2007. "Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation," Economics Working Papers 2007-11, Christian-Albrechts-University of Kiel, Department of Economics.
• Van den Berg, Gerard & van der Klaauw, Bas, 2007. "If Winning Isn't Everything, Why Do They Keep Score? A Structural Empirical Analysis of Dutch Flower Auctions," CEPR Discussion Papers 6323, C.E.P.R. Discussion Papers.
• Timmermann Allan & Capistrán Carlos, 2006. "Disagreement and Biases in Inflation Expectations," Working Papers 2006-07, Banco de México.