Report NEP-ECM-2001-02-14This 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:
- Joel Huber & Kenneth Train, 2001. "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics 0012003, EconWPA.
- Y.K. Tse & Albert K.C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics 0004007, EconWPA.
- Stephen Pollock, 2001. "Signal Extraction, Maximum Likelihood Estimation and the Start-up Problem," Working Papers 433, Queen Mary University of London, School of Economics and Finance.
- de Luna, Xavier & Johansson, Per, 2001. "Graphical diagnostics of endogeneity," Umeå Economic Studies 553, Umeå University, Department of Economics.
- Roberto Rigobon, 2001. "Contagion: How to Measure It?," NBER Working Papers 8118, National Bureau of Economic Research, Inc.
- Kenneth Train, 2001. "Halton Sequences for Mixed Logit," Econometrics 0012002, EconWPA.
- Hannes Leeb & Benedikt M. Poetscher, 2000. "The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations," Econometrics 0004001, EconWPA.
- Darsinos, T. & Satchell, S.E., 2001. "Bayesian Analysis of the Black-Scholes Option Price," Cambridge Working Papers in Economics 0102, Faculty of Economics, University of Cambridge.
- Hannes Leeb & Benedikt Poetscher, 1999. "The variance of an integrated process need not diverge to infinity," Econometrics 9907001, EconWPA.
- Item repec:wop:cirano:2001s03 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:20018 is not listed on IDEAS anymore
- Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance 427, Stockholm School of Economics.
- Ignacio Díaz-Emparanza, 2000. "Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test," Econometrics 0004005, EconWPA.
- René Garcia & Richard Luger & Éric Renault, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Varia," CIRANO Working Papers 2001s-02, CIRANO.
- William A. Barnett & Yijun He, 2000. "Unsolved Econometric Problems in Nonlinearity, Chaos, and Bifurcation," Macroeconomics 0004021, EconWPA.
- Norman Fickel, 2000. "Sequential Regression: A Neodescriptive Approach to Multicollinearity," Econometrics 0004009, EconWPA.