Report NEP-ECM-2003-03-19This 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:
- Shiqing Ling & Michael McAleer, 2003. "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series CIRJE-F-205, CIRJE, Faculty of Economics, University of Tokyo.
- Neus Herranza & Ricardo Mora & Javier Ruiz-Castillo, 2003. "An Algorithm To Reduce The Occupational Space In Gender Segregation Studies," Economics Working Papers we031402, Universidad Carlos III, Departamento de Economía.
- Tims, B. & Mahieu, R.J., 2003. "A Range-Based Multivariate Model for Exchange Rate Volatility," Research Paper ERS-2003-022-F&A, 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.
- D. O’Neill & O. Sweetman & D. Van De Gaer, 2002. "Consequences of Specification Error for Distributional Analysis With an Application to Intergenerational Mobility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 02/156, Ghent University, Faculty of Economics and Business Administration.
- Felipe M. Aparicio & Alvaro Escribano & Ana García, 2003. "Range Unit Root Tests," Statistics and Econometrics Working Papers ws031126, Universidad Carlos III, Departamento de Estadística y Econometría.
- Suhejla Hoti & Felix Chan & Michael McAleer, 2003. "Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings," CIRJE F-Series CIRJE-F-203, CIRJE, Faculty of Economics, University of Tokyo.
- Ricardo Mora & Javier Ruiz-Castillo, 2003. "Additively Decomposable Segregation Indexes. The Case Of Gender Segregation By Occupations And Human Capital Levels In Spain," Economics Working Papers we031503, Universidad Carlos III, Departamento de Economía.