Report NEP-ECM-2002-05-14This 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.
The following items were announced in this report:
- Item repec:dgr:eureir:2002262 is not listed on IDEAS anymore
- Item repec:dgr:eureir:2002263 is not listed on IDEAS anymore
- 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.
- Michael Artis & Anindya Banerjee & Massimiliano Marcellino, . "Factor forecasts for the UK," Working Papers 203, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Item repec:dgr:eureir:2002267 is not listed on IDEAS anymore
- Silvio Rendón, 2002. "Fixed and random effects in Classical and Bayesian regression," Economics Working Papers 613, Department of Economics and Business, Universitat Pompeu Fabra.
- Potharst, R. & Feelders, A.J., 2002. "Classification Trees for Problems with Monotonicity Constraints," Research Paper ERS-2002-45-LIS, 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.
- 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.).
- 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.