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Report NEP-ECM-2006-05-27
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.Subscribe to this report: email or RSS Other reports in NEP-ECM
The following items were anounced in this report:
Drost, Feike C. & Akker, Ramon van den & Werker, Bas J.M., 2006.
"Local asymptotic normality and efficient estimation for inar (P) models ,"
Discussion Paper
45, Tilburg University, Center for Economic Research.
[Downloadable!] Lorenzo Cappellari & Stephen P. Jenkins, 2006.
"Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation ,"
Discussion Papers of DIW Berlin
584, DIW Berlin, German Institute for Economic Research.
[Downloadable!] Giordani, Paolo & Kohn, Robert, 2006.
"Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models ,"
Working Paper Series
196, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Azhong Ye & Rob J Hyndman & Zinai Li, 2006.
"Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity ,"
Monash Econometrics and Business Statistics Working Papers
8/06, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Giorgio Vittadini & Simona Caterina Minotti & Marco Fattore & Pietro Giorgio Lovaglio, 2005.
"On the Relationships among Latent Variables and Residuals in PLS Path Modeling: the Formative-Reflective Scheme ,"
Working Papers
20061101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Oct 2006.
[Downloadable!] Drost, Feike C. & Akker, Ramon van den & Werker, Bas J.M., 2006.
"An asymptotic analysis of nearly unstable inar (1) models ,"
Discussion Paper
44, Tilburg University, Center for Economic Research.
[Downloadable!] Alfonso Miranda & Sophia Rabe-Hesketh, 2005.
"Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables ,"
Keele Economics Research Papers
KERP 2005/14, Centre for Economic Research, Keele University.
[Downloadable!] Matteo Pelagatti & Stefania Rondena, 2004.
"Dynamic Conditional Correlation with Elliptical Distributions ,"
Working Papers
20060508, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2006.
[Downloadable!] Riccardo LUCCHETTI & Giulio PALOMBA, 2006.
"Forecasting US bond yields at weekly frequency ,"
Working Papers
261, Universita' Politecnica delle Marche (I), Dipartimento di Economia.
[Downloadable!] Minfeng Deng, 2006.
"An Anisotropic Model For Spatial Processes ,"
Monash Econometrics and Business Statistics Working Papers
7/06, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Eva Boj & Aurea Grane & Josep Fortiana & M. Merce Claramunt, 2006.
"Implementing Pls For Distance-Based Regression: Computational Issues ,"
Statistics and Econometrics Working Papers
ws063514, Universidad Carlos III, Departamento de Estadística y Econometría.
[Downloadable!] Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006.
"Convergences of prices and rates of inflation ,"
Temi di discussione (Economic working papers)
575, Bank of Italy, Economic Research Department.
[Downloadable!] Andrew Ang & Geert Bekaert & Min Wei, 2006.
"Do macro variables, asset markets, or surveys forecast inflation better? ,"
Finance and Economics Discussion Series
2006-15, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!] Anatoliy Belaygorod & Michael J. Dueker, 2007.
"The price puzzle and indeterminacy in an estimated DSGE model ,"
Working Papers
2006-025, Federal Reserve Bank of St. Louis.
[Downloadable!] Tung Liu & Courtenay Cliff Stone, 2006.
"Law and Statistical Disorder: Statistical Hypothesis Test Procedures And the Criminal Trial Analogy ,"
Working Papers
200601, Ball State University, Department of Economics, revised May 2007.
[Downloadable!] Carsten Kuchler & Martin Spieß, 2006.
"The Data Quality Concept of Accuracy in the Context of Public Use Data Sets ,"
Discussion Papers of DIW Berlin
586, DIW Berlin, German Institute for Economic Research.
[Downloadable!] E Bataa & D R Osborn & D H Kim, 2006.
"A Further Examination of the Expectations Hypothesis for the Term Structure ,"
Centre for Growth and Business Cycle Research Discussion Paper Series
72, Economics, The Univeristy of Manchester.
[Downloadable!] Mikael Bask & Tung Liu & Anna Widerberg, 2006.
"The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent ,"
Working Papers
200603, Ball State University, Department of Economics, revised Apr 2006.
[Downloadable!] Item repec:hal:papers:halshs-00070887_v1 is not listed on IDEAS anymore
Toepoel, Vera & Das, Marcel & Soest, Arthur van, 2006.
"Design of web questionnaires : the effect of layout in rating scales ,"
Discussion Paper
30, Tilburg University, Center for Economic Research.
[Downloadable!] Angela Birk, .
"Method to Find the VARs Easily ,"
Departmental Working Papers
2006-11, Department of Economics, Louisiana State University.
[Downloadable!] This page was last updated on 2009-11-22.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .