Report NEP-ECM-2002-08-10This 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:
- William C. Horrace, 2002. "Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k," Econometrics 0206007, EconWPA.
- Allen Abrahamson, 2002. "All Moments of Discrete and Continuous Arithmetic Averages on Brownian Paths: A Closed Form," Finance 0205004, EconWPA.
- Item repec:dgr:eureri:2002222 is not listed on IDEAS anymore
- G.C. Lim & G.M. Martin & V.L. Martin, 2002. "Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns," Monash Econometrics and Business Statistics Working Papers 4/02, Monash University, Department of Econometrics and Business Statistics.
- Viliam Druska & William C. Horrace, 2002. "Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming," Econometrics 0206004, EconWPA, revised 11 May 2003.
- Martin Spieß & Gerhard Tutz, 2002. "Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses," Discussion Papers of DIW Berlin 291, DIW Berlin, German Institute for Economic Research.
- Jeroen Weesie, 2002. "On Pearson's X^2 for categorical response variables," Dutch-German Stata Users' Group Meetings 2002 7, Stata Users Group.
- Tatsuya Kubokawa & M. S. Srivastava, 2002. "Estimating the Covariance Matrix: A New Approach," CIRJE F-Series CIRJE-F-162, CIRJE, Faculty of Economics, University of Tokyo.
- Item repec:dgr:eureri:2002221 is not listed on IDEAS anymore
- William C. Horrace, 2002. "Selection Procedures for Order Statistics in Empirical Economic Studies," Econometrics 0206005, EconWPA.
- Allen Abrahamson, 2002. "A "One-line" Simulator for Maxima or Minima on Drifting Brownian Paths," Computational Economics 0205001, EconWPA.
- William C. Horrace & Ronald L. Oaxaca, 2002. "New Wine in Old Bottles: A Sequential Estimation Technique for the LPM," Econometrics 0206002, EconWPA, revised 11 May 2003.
- Markus Froelich, 2002. "Programme Evaluation with Multiple Treatments," University of St. Gallen Department of Economics working paper series 2002 2002-17, Department of Economics, University of St. Gallen.
- Ralph D. Snyder & Anne B. Koehler & Rob J. Hyndman & J. Keith Ord, 2002. "Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand," Monash Econometrics and Business Statistics Working Papers 3/02, Monash University, Department of Econometrics and Business Statistics.
- William C. Horrace & Peter Schmidt, 2002. "Confidence Statements for Efficiency Estimates from Stochastic Frontier Models," Econometrics 0206006, EconWPA.