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Report NEP-ECM-2002-12-10
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:
- Tiemen Woutersen & Marcel Voia, 2002, "Adaptive Estimation of the Dynamic Linear Model with Fixed Effects," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 200210, Oct.
- Item repec:dgr:uvatin:20020084 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp467 is not listed on IDEAS anymore
- Geert Ridder & Tiemen Woutersen, 2002, "The Singularity of the Information Matrix of the Mixed Proportional Hazard Model," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20026, Jul.
- Item repec:qmw:qmwecw:wp465 is not listed on IDEAS anymore
- He, Changli & Teräsvirta, Timo, 2002, "An application of the analogy between vector ARCH and vector random coefficient autoregressive models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 516, Nov.
- Item repec:qmw:qmwecw:wp468 is not listed on IDEAS anymore
- R. A. L. Carter & A. Zellner, 2002, "The ARAR Error Model for Univariate Time Series and Distributed Lag Models," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20025.
- Item repec:qmw:qmwecw:wp475 is not listed on IDEAS anymore
- Joel L. Horowitz & Sokbae (Simon) Lee, 2002, "Semiparametric estimation of a panel data proportional hazards model with fixed effects," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/02, Apr.
- Andrew Chesher, 2002, "Semiparametric identification in duration models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/02, Nov.
- Item repec:qmw:qmwecw:wp466 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp471 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp470 is not listed on IDEAS anymore
- Tiemen Woutersen, 2002, "Robustness against Incidental Parameters," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20028, Oct.
- Konstantin A. Kholodilin, 2002, "Stylized Facts Test for the Signal-Extraction Techniques," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2002017, May.
- Item repec:qmw:qmwecw:wp472 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp469 is not listed on IDEAS anymore
- DENUIT, Michel & SAILLET, Olivier, 2001, "Nonparametric Tests for Positive Quadrant Dependence," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001009, Jan, revised 01 Apr 2001.
- Jun Yu & Zhenlin Yang & Xibin Zhang, 2002, "A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/02, Nov.
- Item repec:qmw:qmwecw:wp474 is not listed on IDEAS anymore
- Granger, Clive W.J. & Teräsvirta, Timo & Patton, Andrew J., 2002, "Common factors in conditional distributions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 515, Nov.
- Item repec:qmw:qmwecw:wp464 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp473 is not listed on IDEAS anymore