NEP-ECM-2002-05-14

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Report NEP-ECM-2002-05-14

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:

R. Paap & P.F. Franses, 2002. "Common large innovations across nonlinear time series," Econometric Institute Report 262, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
H.K. Van Dijk, 2002. "On Bayesian structural inference in a simultaneous equation model," Econometric Institute Report 263, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Eduardo Acosta González & Fernando Fernández Rodríguez & Jorge Pérez Rodríguez, 2002. "Volatility bias in the GARCH model: a simulation study," Documentos de trabajo conjunto ULL-ULPGC 2002-02, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
Michael Artis & Anindya Banerjee & Massimiliano Marcellino, . "Factor forecasts for the UK," Working Papers 203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
P.H. Franses & M. Cramer, 2002. "On the number of categories in an ordered regression model," Econometric Institute Report 267, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Silvio Rendón, 2002. "Fixed and Random Effects in Classical and Bayesian Regression," Economics Working Papers 613, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Potharst, R. & Feelders, A.J., 2002. "Classification Trees for Problems with Monotonicity Constraints," Research Paper ERS-2002-45-LIS Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
William P. Cleveland, 2002. "Estimated variance of seasonally adjusted series," Finance and Economics Discussion Series 2002-15, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
Massimiliano Marcellino & James H. Stock & Mark W. Watson, . "Macroeconomic Forecasting in the Euro Area: Country Specific versus Area-Wide Information," Working Papers 201, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

This page was last updated on 2009-11-8.

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