Report NEP-ECM-2003-04-12This 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:
- Bent Nielsen, 2003. "Correlograms for non-stationary autoregressions," Economics Papers 2003-W11, Economics Group, Nuffield College, University of Oxford.
- Fernando FernÃ¡ndez-RodrÃguez & SimÃ³n Sosvilla-Rivero & JuliÃ¡n Andrada-FÃ©lix, . "A New Test for Chaotic Dynamics Using Lyapunov Exponents," Working Papers 2003-09, FEDEA.
- Erhan Bayraktar & Li Chen & H. Vincent Poor, 2003. "Projecting the Forward Rate Flow on a Finite Dimensional Manifold," Finance, EconWPA 0303007, EconWPA.
- Arthur Lewbel & Susanne M. Schennach, 2003. "A Simple Ordered Data Estimator For Inverse Density Weighted Functions," Boston College Working Papers in Economics, Boston College Department of Economics 557, Boston College Department of Economics, revised 01 May 2005.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003. "Dynamic Seemingly Unrelated Cointegrating Regression," NBER Technical Working Papers 0292, National Bureau of Economic Research, Inc.
- Christopher Ferrall, 2003. "Solving Finite Mixture Models in Parallel," Computational Economics, EconWPA 0303003, EconWPA.
- Arthur Lewbel, 2003. "Estimation of Average Treatment Effects With Misclassification," Boston College Working Papers in Economics, Boston College Department of Economics 556, Boston College Department of Economics, revised 04 Sep 2006.
- Drissi, Mohamed & Truchon, Michel, 2002. "Maximum Likelihood Approach to Vote Aggregation with Variable Probabilities," Cahiers de recherche, UniversitÃ© Laval - DÃ©partement d'Ã©conomique 0211, UniversitÃ© Laval - DÃ©partement d'Ã©conomique.
- Yacine Ait-Sahalia & Per A. Mykland, 2003. "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," NBER Working Papers 9611, National Bureau of Economic Research, Inc.