NEP-ECM-2004-04-25

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Report NEP-ECM-2004-04-25

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.

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Other reports in NEP-ECM

The following items were anounced in this report:

Charles S. Bos, 2003. "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers 03-091/4, Tinbergen Institute. [Downloadable!]
Charles S. Bos & Neil Shephard, 2004. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form," Tinbergen Institute Discussion Papers 04-015/4, Tinbergen Institute. [Downloadable!]
George Kapetanios & Yongcheol Shin, 2004. "Testing for a Linear Unit Root against Nonlinear Threshold Stationarity," ESE Discussion Papers 60, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
M Pesaran & Yongcheol Shin & Richard J Smith, 2004. "Bounds Testing Approaches to the Analysis of Long Run Relationships," ESE Discussion Papers 46, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
Soetevent, Adriaan R. & Kooreman, Peter, 2004. "A discrete choice model with social interactions; with an application to high school teen behavior," CCSO Working Papers 200401, University of Groningen, CCSO Centre for Economic Research. [Downloadable!]
Siem Jan Koopman & Borus Jungbacker & Eugenie Hol, 2004. "Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements," Tinbergen Institute Discussion Papers 04-016/4, Tinbergen Institute. [Downloadable!]
Ad Ridder, 2004. "Importance Sampling Simulations of Markovian Reliability Systems using Cross Entropy," Tinbergen Institute Discussion Papers 04-018/4, Tinbergen Institute. [Downloadable!]
Manuel Arellano, 2003. "Modelling Optimal Instrumental Variables For Dynamic Panel Data Models," Working Papers wp2003_0310, CEMFI. [Downloadable!]
M Pesaran & Yongcheol Shin, 2004. "Long-Run Structural Modelling," ESE Discussion Papers 44, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

This page was last updated on 2009-12-13.

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