Report NEP-ECM-2005-01-23

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

• Nathaniel Beck, Jonathan N. Katz, 2004. "Random Coefficient models for time-series-cross-section data," Working Papers 1205, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
• Strikholm, Birgit & Teräsvirta, Timo, 2005. "Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions," Working Paper Series in Economics and Finance 578, Stockholm School of Economics, revised 11 Feb 2005. [Downloadable!]
• Brian P. McCall & John J. McCall, . "Estimation Methods for Duration Models," Working Papers 0205, Industrial Relations Center, University of Minnesota (Twin Cities Campus). [Downloadable!]
• D van Dijk & D R Osborn & M Sensier, 2004. "Testing for causality in variance in the presence of breaks," Centre for Growth and Business Cycle Research Discussion Paper Series 45, Economics, The Univeristy of Manchester. [Downloadable!]
• Roberto Reno', 2004. "Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling," Department of Economics University of Siena 440, Department of Economics, University of Siena. [Downloadable!]
• Giulio Zanella, 2004. "Discrete Choice with Social Interactions and Endogenous Memberships," Department of Economics University of Siena 442, Department of Economics, University of Siena. [Downloadable!]
• Roberto Reno' & Antonio Roma & Stephen Schaefer, 2004. "A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient," Department of Economics University of Siena 445, Department of Economics, University of Siena. [Downloadable!]
• Willa Chen & Rohit Deo, 2005. "GMM Estimation for Long Memory Latent Variable Volatility and Duration Models," Econometrics 0501006, EconWPA. [Downloadable!]

This page was last updated on 2009-11-15.