Report NEP-ECM-2003-11-16This 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:
- M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2003. "Detecting Level Shifts In The Presence Of Conditional Heteroscedasticity," Statistics and Econometrics Working Papers ws036313, Universidad Carlos III, Departamento de Estadística y Econometría.
- Manuel S. Santos & Adrian Peralta-Alva, 2003. "Accuracy Of Simulations For Stochastic Dynamic Models," Economics Working Papers we034615, Universidad Carlos III, Departamento de Economía.
- Heather M. Anderson & Farshid Vahid, 2003. "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers 19/03, Monash University, Department of Econometrics and Business Statistics.
- Westerlund, Joakim, 2003. "A Panel CUSUM Test of the Null of Cointegration," Working Papers 2003:15, Lund University, Department of Economics.
- Mira Antonietta & Tenconi Paolo & Bressanini Dario, 2003. "Variance reduction in MCMC," Economics and Quantitative Methods qf0310, Department of Economics, University of Insubria.
- Item repec:cmf:wpaper:wp2003 is not listed on IDEAS anymore