NEP-ECM-2004-09-12

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2004-09-12

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:

Pedro Galeano & Daniel Peña, 2004. "A Note On Prediction And Interpolation Errors In Time Series," Statistics and Econometrics Working Papers ws042710, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004. "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics 0409005, EconWPA. [Downloadable!]
Chris Field & John Robinson & Elvezio Ronchetti, 2004. "Saddlepoint Approximations for Multivariate M-Estimates with Applications to Bootstrap Accuracy," Cahiers du DÃ©partement d'EconomÃ©trie 2004.08, Département d'Econométrie, Université de Genève. [Downloadable!]
Rómulo Chumacero, 2004. "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Working Papers Central Bank of Chile 260, Central Bank of Chile. [Downloadable!]
Yu, Keming & Van Kerm, Philippe & Zhang, Jin, 2004. "Bayesian quantile regression: An application to the wage distribution in 1990s Britain," IRISS Working Paper Series 2004-10, IRISS at CEPS/INSTEAD. [Downloadable!]
Malmsten, Hans, 2004. "Evaluating exponential GARCH models," Working Paper Series in Economics and Finance 564, Stockholm School of Economics, revised 03 Sep 2004. [Downloadable!]
M Pesaran & Yongcheol Shin & Ron P Smith, 2004. "Pooled mean group estimation of dynamic heterogeneous panels," ESE Discussion Papers 16, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
Pami Dua & Nishita Raje & Satyananda Sahoo, 2004. "Interest Rate Modeling and Forecasting in India," Occasional papers 3, Centre for Development Economics, Delhi School of Economics. [Downloadable!]
Monzur Hossain & M. Ataharul Islam, 2004. "Application of Local Influence Diagnostics to the Linear Logistic Regression Models," Econometrics 0409004, EconWPA. [Downloadable!]
Pedro Galeano & Daniel Peña & Ruey S. Tsay, 2004. "Outlier Detection In Multivariate Time Series Via Projection Pursuit," Statistics and Econometrics Working Papers ws044211, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
François Bourguignon & Martin Fournier & Marc Gurgand, 2004. "Selection Bias Corrections Based on the Multinomial Logit Model: Monte-Carlo Comparisons," DELTA Working Papers 2004-20, DELTA (Ecole normale supérieure). [Downloadable!]
Malmsten, Hans & Teräsvirta, Timo, 2004. "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," Working Paper Series in Economics and Finance 563, Stockholm School of Economics, revised 03 Sep 2004. [Downloadable!]
Monzur Hossain & M. Ataharul Islam, 2004. "Testing The Significance Of Local Influence," Econometrics 0409003, EconWPA. [Downloadable!]

This page was last updated on 2009-11-22.

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