NEP-ECM-2003-01-12

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2003-01-12

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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The following items were anounced in this report:

Jacobs, Jan & Wallis, Kenneth F., 2002. "Comparing SVARs and SEMs: more shocking stories," Research Report 02C56, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne, 2002. "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," Working Paper Series 145, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
Steerneman, Ton & Kleij, Frederieke ten & Wong, Amy, 2002. "Properties of the matrix A- XY," Research Report 02A57, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
Hwang. S. & Pedro L. Valls Pereira, 2003. "Small Sample Properties of GARCH Estimates and Persistence," Finance Lab Working Papers flwp_48, Finance Lab, Ibmec São Paulo. [Downloadable!]
Costa, Michele, 2002. "A multidimensional approach to the measurement of poverty," IRISS Working Paper Series 2002-05, IRISS at CEPS/INSTEAD. [Downloadable!]
Maria Jesus Barcena Ruiz & Fernando Tusell Palmer, 2002. "Multivariate Data Imputation using Trees," BILTOKI 200205, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística). [Downloadable!]
Li Chen & H. Vincent Poor, 2002. "Parametric Estimation of Quadratic Term Structure Models of Interest Rate," Econometrics 0301001, EconWPA. [Downloadable!]

This page was last updated on 2008-7-20.

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