Report NEP-ECM-2003-05-16

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Other reports in NEP-ECM

The following items were anounced in this report:

• Gusztav Morvai & Benjamin Weiss, 2002. "Forecasting for stationary times series," Discussion Paper Series dp300, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
• Martin Biewen & Stephen P. Jenkins, 2003. "Estimation of Generalized Entropy and Atkinson Inequality Indices from Complex Survey Data," Discussion Papers of DIW Berlin 345, DIW Berlin, German Institute for Economic Research. [Downloadable!]
• Alejandro Balbás & Rosario Romera & Esther Ruiz, 2003. "An Overview Of Probabilistic And Time Series Models In Finance," Statistics and Econometrics Working Papers ws032405, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Paulo M. M. Rodrigues & A. M. Robert Taylor, 2003. "On Tests for Double Differencing: Some Extensions and the Role of Initial Values," Economic Working Papers at Centro de Estudios Andaluces E2003/23, Centro de Estudios Andaluces. [Downloadable!]
• Majocchi Antonio & Pavione Enrica, 2002. "International franchising in Italy: trends and perspectives," Economics and Quantitative Methods qf0215, Department of Economics, University of Insubria. [Downloadable!]
• Siliverstovs, Boriss & Engsted, Tom & Haldrup, Niels, 2002. "Long-Run Forecasting in Multicointegrated Systems," Finance Working Papers 02-14, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
• Yosef Rinott & Michael Tam, 2002. "Monotone Regrouping, Regression, and Simpson’s Paradox," Discussion Paper Series dp305, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
• David S. Bates, 2003. "Maximum Likelihood Estimation of Latent Affine Processes," NBER Working Papers 9673, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Stefano Maria Iacus & Davide La Torre, 2002. "On fractal distribution function estimation and applications," Departemental Working Papers 2002-07, Department of Economics University of Milan Italy. [Downloadable!]
• Christiansen, Charlotte, 2003. "Multivariate Term Structure Models with Level and Heteroskedasticity Effects," Finance Working Papers 02-19, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
• Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria. [Downloadable!]
• Jaime A. Londoño, 2003. "Parametric Estimation Of Diffusion Processes Sampled At First Exit Time," Econometrics 0305002, EconWPA, revised 16 Feb 2004. [Downloadable!]
• Paruolo Paolo, 2002. "Testing for common trends in conditional I(2) VAR models," Economics and Quantitative Methods qf0216, Department of Economics, University of Insubria. [Downloadable!]
• Stefano Maria Iacus & Davide La Torre, 2002. "Approximating distribution functions by iterated function systems," Departemental Working Papers 2002-03, Department of Economics University of Milan Italy. [Downloadable!]
• Konstantin A. KHOLODILIN, 2002. "Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002042, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
• Omtzigt Pieter, 2002. "Automatic identification and restriction of the cointegration space," Economics and Quantitative Methods qf0213, Department of Economics, University of Insubria. [Downloadable!]
• Bruno Bassan & Yosef Rinott & Yehuda Vardi, 2002. "On stochastic comparisons of excess times," Discussion Paper Series dp302, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
• Larry Goldstein & Yosef Rinott, 2002. "A Permutation Test for Matching," Discussion Paper Series dp301, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]

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