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.Subscribe to this report: email or RSS
Other reports in NEP-ECM
The following items were announced 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).
- 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).
- 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).
- Hwang. S. & Pedro L. Valls Pereira, 2003. "Small Sample Properties of GARCH Estimates and Persistence," Finance Lab Working Papers flwp_48, Finance Lab, Insper Instituto de Ensino e Pesquisa.
- Costa, Michele, 2002. "A multidimensional approach to the measurement of poverty," IRISS Working Paper Series 2002-05, IRISS at CEPS/INSTEAD.
- Tusell Palmer, Fernando Jorge & Bárcena Ruiz, María Jesús, 2002. "Multivariate Data Imputation using Trees," BILTOKI 2002-05, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Li Chen & H. Vincent Poor, 2002. "Parametric Estimation of Quadratic Term Structure Models of Interest Rate," Econometrics 0301001, EconWPA.