Printed from https://ideas.repec.org/n/nep-ecm/2001-02-14.html
Report NEP-ECM-2001-02-14
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, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
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, University Library of Munich, Germany, number 0012003, Jan.
- Y.K. Tse & Albert K.C. Tsui, 2000, "A Multivariate GARCH Model with Time-Varying Correlations," Econometrics, University Library of Munich, Germany, number 0004007, Nov.
- Item repec:qmw:qmwecw:wp433 is not listed on IDEAS anymore
- de Luna, Xavier & Johansson, Per, 2001, "Graphical diagnostics of endogeneity," Umeå Economic Studies, Umeå University, Department of Economics, number 553, Feb.
- Roberto Rigobon, 2001, "Contagion: How to Measure It?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8118, Feb.
- Kenneth Train, 2001, "Halton Sequences for Mixed Logit," Econometrics, University Library of Munich, Germany, number 0012002, Jan.
- Hannes Leeb & Benedikt M. Poetscher, 2000, "The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations," Econometrics, University Library of Munich, Germany, number 0004001, Apr.
- Darsinos, T. & Satchell, S.E., 2001, "Bayesian Analysis of the Black-Scholes Option Price," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0102, Jan.
- Hannes Leeb & Benedikt Poetscher, 1999, "The variance of an integrated process need not diverge to infinity," Econometrics, University Library of Munich, Germany, number 9907001, Jul.
- 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, Stockholm School of Economics, number 427, Feb.
- 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, University Library of Munich, Germany, number 0004005, Sep.
- Item repec:wop:cirano:2001s02 is not listed on IDEAS anymore
- William A. Barnett & Yijun He, 2000, "Unsolved Econometric Problems in Nonlinearity, Chaos, and Bifurcation," Macroeconomics, University Library of Munich, Germany, number 0004021, Sep.
- Norman Fickel, 2000, "Sequential Regression: A Neodescriptive Approach to Multicollinearity," Econometrics, University Library of Munich, Germany, number 0004009, Nov.