NEP-ECM-2005-11-09

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2005-11-09

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:

Chen Pu & Hsiao Chihying, 2005. "Subsampling Cointegration Ranks in Large Systems," Econometrics 0508010, EconWPA. [Downloadable!]
Gabor Kezdi, 2005. "Robus Standard Error Estimation in Fixed-Effects Panel Models," Econometrics 0508018, EconWPA. [Downloadable!]
Ching-Kang Ing & Ching-Zong Wei, 2005. "A maximal moment inequality for long range dependent time series with applications to estimation and model selection," Econometrics 0508009, EconWPA. [Downloadable!]
Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, EconWPA. [Downloadable!]
Bhaskara Rao, 2005. "Estimating Short and Long Run Relationships: A Guide to the Applied Economist," Econometrics 0508013, EconWPA. [Downloadable!]
Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, EconWPA. [Downloadable!]
Pierangelo De Pace, 2005. "Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe," Econometrics 0509011, EconWPA, revised 07 Sep 2005. [Downloadable!]
Paulo Guimaraes & Richard Lindrooth, 2005. "Dirichlet-Multinomial Regression," Econometrics 0509001, EconWPA. [Downloadable!]
Marco Percoco, 2004. "A Statistical Model for the Identification of Key Sectors in I-O Models," ERSA conference papers ersa04p90, European Regional Science Association. [Downloadable!]
Segismundo Izquierdo & Cesï¿½reo Hernï¿½ndez & Javier Pajares, 2005. "State Space Modelling of Cointegrated Systems using Subspace Algorithms," Econometrics 0509010, EconWPA, revised 07 Feb 2006. [Downloadable!]
Oleg Korenok & Stanislav Radchenko, 2005. "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Econometrics 0508015, EconWPA. [Downloadable!]

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

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