Report NEP-ECM-2002-12-18

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

• Y.K. Tse & Xibin Zhang & Jun Yu, 2002. "Estimation of Hyperbolic Diffusion Using MCMC Method," Monash Econometrics and Business Statistics Working Papers 18/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2002. "Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries," Monash Econometrics and Business Statistics Working Papers 20/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Maurice J.G. Bun & Jan F. Kiviet, 2002. "The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models," Tinbergen Institute Discussion Papers 02-101/4, Tinbergen Institute, revised 19 Feb 2004. [Downloadable!]
• Siem Jan Koopman & Charles S. Bos, 2002. "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers 02-113/4, Tinbergen Institute. [Downloadable!]
• Xibin Zhang & Maxwell L. King, 2002. "Influence Diagnostics in GARCH Processes," Monash Econometrics and Business Statistics Working Papers 19/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• J.S. Cramer, 2002. "The Origins of Logistic Regression," Tinbergen Institute Discussion Papers 02-119/4, Tinbergen Institute. [Downloadable!]
• Heather M. Anderson, 2002. "Choosing Lag Lengths in Nonlinear Dynamic Models," Monash Econometrics and Business Statistics Working Papers 21/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Hans Christian Kongsted & Heino Bohn Nielsen, 2002. "Analyzing I(2) Systems by Transformed Vector Autoregressions," Discussion Papers 02-20, University of Copenhagen. Department of Economics. [Downloadable!]

This page was last updated on 2008-10-5.