Report NEP-ECM-2004-09-12This 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:
- 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.
- Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004. "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics 0409005, EconWPA.
- Chris Field & John Robinson & Elvezio Ronchetti, 2004. "Saddlepoint Approximations for Multivariate M-Estimates with Applications to Bootstrap Accuracy," Research Papers by the Department of Economics, University of Geneva 2004.08, Département des Sciences Économiques, Université de Genève.
- Rómulo Chumacero, 2004. "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Working Papers Central Bank of Chile 260, Central Bank of Chile.
- 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.
- Malmsten, Hans, 2004. "Evaluating exponential GARCH models," Working Paper Series in Economics and Finance 564, Stockholm School of Economics, revised 03 Sep 2004.
- 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.
- 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.
- Monzur Hossain & M. Ataharul Islam, 2004. "Application of Local Influence Diagnostics to the Linear Logistic Regression Models," Econometrics 0409004, EconWPA.
- 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.
- 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).
- 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.
- Monzur Hossain & M. Ataharul Islam, 2004. "Testing The Significance Of Local Influence," Econometrics 0409003, EconWPA.