Report NEP-ECM-2005-09-11

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Other reports in NEP-ECM

The following items were anounced in this report:

• González, Andrés & Teräsvirta, Timo, 2005. "Simulation-based finite-sample linearity test against smooth transition models," Working Paper Series in Economics and Finance 603, Stockholm School of Economics.
• Giovanni Forchini, 2005. "Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model," Monash Econometrics and Business Statistics Working Papers 20/05, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Marco Avarucci & Domenico Marinucci, 2005. "Polynomial Cointegration Among Stationary Processes With Long Memory," Economics Working Papers we055123, Universidad Carlos III, Departamento de Economía. [Downloadable!]
• Shrestha, Min B. & Chowdhury, Khorshed, 2005. "Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data," Economics Working Papers wp05-06, School of Economics, University of Wollongong, NSW, Australia. [Downloadable!]
• Wenceslao Gonzalez-Manteiga & Maria J. Lombardia & Isabel Molina & Domingo Morales & Laureano Santamaria, 2005. "Analytic And Bootstrap Approximations Of Prediction Errors Under A Multivariate Fay-Herriot Model," Statistics and Econometrics Working Papers ws054910, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model," Departmental Working Papers wp0508, National University of Singapore, Department of Economics. [Downloadable!]
• González, Andrés & Teräsvirta, Timo & van Dijk, Dick, 2005. "Panel Smooth Transition Regression Models," Working Paper Series in Economics and Finance 604, Stockholm School of Economics. [Downloadable!]
• Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-319, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Breitung, J. & Pesaran, M.H., 2005. "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics 0535, Faculty of Economics, University of Cambridge. [Downloadable!]
• Cornelißen, Thomas, 2005. "Standard errors of marginal effects in the heteroskedastic probit model," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-320, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Item repec:pas:camaaa:2005-11 is not listed on IDEAS anymore

• Item repec:pas:camaaa:2004-04 is not listed on IDEAS anymore

• Meitz, Mika, 2005. "A necessary and sufficient condition for the strict stationarity of a family of GARCH processes," Working Paper Series in Economics and Finance 601, Stockholm School of Economics. [Downloadable!]
• Andrew Ang & Geert Bekaert & Min Wei, 2005. "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers 11538, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Michael Beer, 2005. "Bootstrapping a Hedonic Price Index: Experience from Used Cars Data," DQE Working Papers 4, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 20 Jan 2007. [Downloadable!]
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO. [Downloadable!]
• Item repec:pas:camaaa:2005-14 is not listed on IDEAS anymore

This page was last updated on 2009-11-29.