Report NEP-ECM-2004-06-10This 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:
- Gary Koop, 1995. "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers gkoop-95-01, University of Toronto, Department of Economics.
- Ariel Pakes & Michael Ostrovsky & Steve Berry, 2004. "Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Samples)," NBER Working Papers 10506, National Bureau of Economic Research, Inc.
- Dimitris Christopoulos, 2004. "Does Stationarity Characterize Real GDP Movements? Results from Non-Linear Unit Root Tests," Macroeconomics 0406002, EconWPA.
- Albert Marcet & Morte O. Ravn, . "The HP-Filter in Cross-Country Comparisons," Studies on the Spanish Economy 100, FEDEA.
- Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004. "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers 10428, National Bureau of Economic Research, Inc.
- Yoshua Bengio & Pascal Vincent, 2004. "Locally Weighted Full Covariance Gaussian Density Estimation," CIRANO Working Papers 2004s-29, CIRANO.
- Gary Koop & Justin Tobias, 2003. "Semiparametric Bayesian inference in smooth coefficient models," Discussion Papers in Economics 04/18, Department of Economics, University of Leicester.
- Alessandra Iacobucci & Alain Noullez, 2004. "A Frequency Selective Filter for Short-Length Time Series," Documents de Travail de l'OFCE 2004-05, Observatoire Francais des Conjonctures Economiques (OFCE).
- Gary Koop & Dale Poirier & Justin Tobias, 2003. "Bayesian Semiparametric Inference in Multiple Equation Models," Discussion Papers in Economics 04/17, Department of Economics, University of Leicester.
- Yoshua Bengio & Olivier Delalleau & Nicolas Le Roux & Jean-François Paiement & Pascal Vincent & Marie Ouimet, 2004. "Spectral Dimensionality Reduction," CIRANO Working Papers 2004s-27, CIRANO.
- Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2004. "Estimating Dynamic Models of Imperfect Competition," NBER Working Papers 10450, National Bureau of Economic Research, Inc.