NEP-ECM-2001-10-09

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2001-10-09

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 anounced in this report:

Y. Yamamoto & J. Nakano, . "Distributed Computing in a Time Series Analysis System," Sonderforschungsbereich 373 2001-76, Humboldt Universitaet Berlin.
H. Lütkepohl & P. Saikkonen & C. Trenkler, . "Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time," Sonderforschungsbereich 373 2001-63, Humboldt Universitaet Berlin.
I. Kobayshi & T. Fujiwara & J. Nakano & Y. Yamamoto, . "A Procedural and Object-Oriented Statistical Language," Sonderforschungsbereich 373 2001-68, Humboldt Universitaet Berlin.
Q. Wang & J. Rao, . "Empirical Likelihood-based Inference in Linear Errors-in-Covariables Models with Validation Data," Sonderforschungsbereich 373 2001-64, Humboldt Universitaet Berlin.
M. Fengler & W. Härdle & P. Schmidt, . "The Analysis of Implied Volatilities," Sonderforschungsbereich 373 2001-73, Humboldt Universitaet Berlin.
T. Fujiwara & J. Nakano & Y. Yamamoto & I. Kobayshi, . "An Implementation of a Statistical Language Based on JAVA," Sonderforschungsbereich 373 2001-72, Humboldt Universitaet Berlin.
L. Gil-Alana, . "Unit and Fractional Roots in the Presence of Abrupt Changes with an Application to the Brazilian Inflation Rate," Sonderforschungsbereich 373 2001-67, Humboldt Universitaet Berlin.
Warne, Anders, 2000. "Causality and Regime Inference in a Markov Switching VAR," Working Paper Series 118, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
M. Fengler & H. Herwartz, . "Multivariate Volatility Models," Sonderforschungsbereich 373 2001-74, Humboldt Universitaet Berlin.
Item repec:wop:cirano:2001s54 is not listed on IDEAS anymore
Carmen Fernandez & Eduardo Ley & Mark Steel, 2001. "Model uncertainty in cross-country growth regressions," Econometrics 0110002, EconWPA. [Downloadable!]
Y. Yamamoto & J. Nakano & T. Fujiwara & I. Kobayshi, . "A Mixed User Interface for a Statistical System," Sonderforschungsbereich 373 2001-77, Humboldt Universitaet Berlin.
L. Gil-Alana, . "The Power of the Tests of Robinson (1994) in the Context of Fractionally Integrated Moving Average Models," Sonderforschungsbereich 373 2001-66, Humboldt Universitaet Berlin.

This page was last updated on 2010-1-3.

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