Report NEP-ECM-2007-08-18

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:

• Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Multivariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance 669, Stockholm School of Economics, revised 18 Jan 2008.
• Xibin Zhang & Robert D. Brooks & Maxwell L. King, 2007. "A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation," Monash Econometrics and Business Statistics Working Papers 11/07, Monash University, Department of Econometrics and Business Statistics.
• Todd E. Clark & Michael W. McCracken, 2007. "Tests of equal predictive ability with real-time data," Research Working Paper RWP 07-06, Federal Reserve Bank of Kansas City.
• Jeremy Large, 2007. "Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment," Economics Series Working Papers 340, University of Oxford, Department of Economics.
• Jin-Chuan Duan & András Fülöp, 2007. "How Frequently Does the Stock Price Jump? – An Analysis of High-Frequency Data with Microstructure Noises," MNB Working Papers 2007/4, Magyar Nemzeti Bank (Central Bank of Hungary).
• Richard H. Cohen & Carl Bonham, 2007. "Specifying the Forecast Generating Process for Exchange Rate Survey Forecasts," Working Papers 200718, University of Hawaii at Manoa, Department of Economics.
• Michael Pfaffermayr, 2007. "Conditional Beta- and Sigma-Convergence in Space: A Maximum Likelihood Approach," Working Papers 2007-17, Faculty of Economics and Statistics, Universität Innsbruck.
• Matthias Schonlau & Arthur Van Soest & Arie Kapteyn & Mick Couper, 2006. "Selection Bias in Web Surveys and the Use of Propensity Scores," Working Papers 279, RAND Corporation.
• Item repec:hal:papers:halshs-00156688_v2 is not listed on IDEAS anymore