NEP-ECM-2004-02-23

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2004-02-23

This 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.

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

Felipe M. Aparicio & Alvaro Escribano, 2003. "Cointegration Tests Based On Record Counting Statistics," Statistics and Econometrics Working Papers ws036615, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Giancarlo bruno & Edoardo Otranto, 2004. "The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach," Econometrics 0402008, EconWPA. [Downloadable!]
Felipe M. Aparicio Acosta, 2003. "On The Record Properties Of Integrated Time Series," Statistics and Econometrics Working Papers ws036414, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Paserman, M. Daniele, 2004. "Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application," IZA Discussion Papers 996, Institute for the Study of Labor (IZA). [Downloadable!]
Felipe M. Aparicio & Alvaro Escribano & Ana García, 2004. "A Range Unit Root Test," Statistics and Econometrics Working Papers ws041104, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Item repec:att:eurcbw:2003247 is not listed on IDEAS anymore
Bonin, Holger & Schneider, Hilmar, 2004. "Analytical Prediction of Transitions Probabilities in the Conditional Logit Model," IZA Discussion Papers 1015, Institute for the Study of Labor (IZA). [Downloadable!]
Gilberto A. Libanio, 2004. "Unit roots in macroeconomic time series: theory, implications, and evidence," Textos para DiscussÃ£o Cedeplar-UFMG td228, Cedeplar, Universidade Federal de Minas Gerais. [Downloadable!]
Stefan Mittnik & Marc S. Paolella, 2003. "Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions," CFS Working Paper Series 2003/04, Center for Financial Studies. [Downloadable!]
Edoardo Otranto, 2004. "Classifying the Markets Volatility with ARMA Distance Measures," Econometrics 0402009, EconWPA, revised 05 Mar 2004. [Downloadable!]
Lauren Bin Dong & David E. A. Giles, 2004. "An Empirical Likelihood Ratio Test for Normality," Econometrics Working Papers 0401, Department of Economics, University of Victoria. [Downloadable!]

This page was last updated on 2009-11-29.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.