Report NEP-ECM-2003-10-05This 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:
- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003. "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Paper Series 151, Sveriges Riksbank (Central Bank of Sweden).
- Item repec:cla:uclaol:272 is not listed on IDEAS anymore
- Dietmar Bauer & Martin Wagner, 2003. "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften dp0312, Universitaet Bern, Departement Volkswirtschaft.
- Patton, Andrew J & Timmermann, Allan G, 2003. "Properties of Optimal Forecasts," CEPR Discussion Papers 4037, C.E.P.R. Discussion Papers.
- Canova, Fabio & Ciccarelli, Matteo, 2003. "Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators," CEPR Discussion Papers 4033, C.E.P.R. Discussion Papers.
- Daniel Peña & M. Dolores Redondas, 2003. "Bayesian Curve Estimation By Model Averaging," Statistics and Econometrics Working Papers ws034410, Universidad Carlos III, Departamento de Estadística y Econometría.
- Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," UmeÃ¥ Economic Studies 614, Umeå University, Department of Economics.
- Dietmar Bauer & Martin Wagner, 2003. "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften dp0313, Universitaet Bern, Departement Volkswirtschaft.
- Duyn Schouten, F.A. van der & Bar-Lev, S.K., 2003. "Applications of Likelihood-Based Methods for the Reliability Parameter of the Location and Scale Exponential Distribution," Discussion Paper 2003-83, Tilburg University, Center for Economic Research.
- Duyn Schouten, F.A. van der & Bar-Lev, S.K. & Stadje, W., 2003. "Multinomial Group Testing Models with Incomplete Identification," Discussion Paper 2003-82, Tilburg University, Center for Economic Research.
- Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2002. "Residual-based tests for cointegration and multiple regime shifts," NIPE Working Papers 7/2002, NIPE - Universidade do Minho.
- Villani, Mattias, 2003. "Bayes Estimators of the Cointegration Space," Working Paper Series 150, Sveriges Riksbank (Central Bank of Sweden).
- Güell, Maia & Hu, Luojia, 2003. "Estimating the Probability of Leaving Unemployment Using Uncompleted Spells from Repeated Cross-Section Data," CEPR Discussion Papers 3957, C.E.P.R. Discussion Papers.
- Bar-Lev, S.K. & Duyn Schouten, F.A. van der, 2003. "A note on exponential dispersion models which are invariant under length-biased sampling," Discussion Paper 2003-84, Tilburg University, Center for Economic Research.