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Report NEP-ECM-2003-02-26
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:
- Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002, "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3432, Jun.
- Makoto Abe & Yasemin Boztug & Lutz Hildebrandt, 2003, "Investigating the Competitive Assumption of Multinomial Logit Models of Brand Choice by Nonparametric Modeling," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-193, Feb.
- Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2002, "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3403, Jun.
- James J. Heckman & Salvador Navarro-Lozano, 2003, "Using Matching, Instrumental Variables and Control Functions to Estimate Economic Choice Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 9497, Feb.
- Joachim Grammig & Erik Theissen, 2003, "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003, Department of Economics, University of St. Gallen, number 2003-01, Jan.
- Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002, "Modeling and Forecasting Realized Volatility," Working Papers, Duke University, Department of Economics, number 02-12.
- Makoto Abe, 2003, "A Two-Stage Prediction Model for Web Page Transition," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-194, Feb.
- Item repec:dgr:eureir:2003305 is not listed on IDEAS anymore
- Peter M. Summers, 2003, "Bayesian Evidence on the Structure of Unemployment," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2003n03, Feb.
- Peter C.B. Phillips, 2003, "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1397, Feb.
- Roosen, Jutta & Hennessy, David A., 2003, "Testing for the Monotone Likelihood Ratio Assumption," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10193, Feb.
- Marcellino, Massimiliano, 2002, "Forecast Pooling for Short Time Series of Macroeconomic Variables," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3313, Apr.
- Item repec:dgr:kubcen:20038 is not listed on IDEAS anymore
- Elizabeth Ann Maharaj, 2003, "Using Evolutionary Spectra to Forecast Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/03, Feb.
- Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003, "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/03, Feb.