Report NEP-ECM-2003-03-19This 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:
- Shiqing Ling & Michael McAleer, 2003. "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series CIRJE-F-205, CIRJE, Faculty of Economics, University of Tokyo.
- Herranz, Neus & Ruiz-Castillo, Javier & Mora, Ricardo, 2003. "An algorithm to reduce the occupational space in gender segregation studies," UC3M Working papers. Economics we031402, Universidad Carlos III de Madrid. Departamento de Economía.
- Tims, B. & Mahieu, R.J., 2003. "A Range-Based Multivariate Model for Exchange Rate Volatility," ERIM Report Series Research in Management ERS-2003-022-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- D. O’Neill & O. Sweetman & D. Van De Gaer, 2002. "Consequences of Specification Error for Distributional Analysis With an Application to Intergenerational Mobility," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 02/156, Ghent University, Faculty of Economics and Business Administration.
- García, Ana & Escribano, Álvaro & Aparicio, Felipe M., 2003. "Range unit root tests," DES - Working Papers. Statistics and Econometrics. WS ws031126, Universidad Carlos III de Madrid. Departamento de Estadística.
- Suhejla Hoti & Felix Chan & Michael McAleer, 2003. "Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings," CIRJE F-Series CIRJE-F-203, CIRJE, Faculty of Economics, University of Tokyo.
- Ruiz-Castillo, Javier & Mora, Ricardo, 2003. "Additively decomposable segregation indexes. The case of gender segregation by occupations and human capital levels in Spain," UC3M Working papers. Economics we031503, Universidad Carlos III de Madrid. Departamento de Economía.