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Report NEP-ECM-2003-04-04
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:
- Item repec:dgr:eureir:2003315 is not listed on IDEAS anymore
- Viliam Druska & William C. Horrace, 2003, "Generalized Moments Estimation for Panel Data," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0291, Mar.
- Item repec:yor:yorken:03/08 is not listed on IDEAS anymore
- Felix Chan & Michael McAleer, 2003, "On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-216, Mar.
- Sancetta, A., 2003, "Nonparametric Estimation of Multivariate Distributions with Given Marginals," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0320, Feb.
- Chen, Donna & Kreider, Brent & Merwin, Elizabeth & Stern, Steven, 2003, "Diagnosis Measurement Error and Corrected Instrumental Variables," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10231, Mar.
- Peter Verhoeven & Michael McAleer, 2003, "Fat Tails and Asymmetry in Financial Volatility Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-211, Mar.
- Item repec:dgr:eureir:2003317 is not listed on IDEAS anymore
- Heino Bohn Nielsen, 2003, "Cointegration Analysis in the Presence of Outliers," Discussion Papers, University of Copenhagen. Department of Economics, number 03-05, Mar.
- Zonglu He & Koichi Maekawa & Michael McAleer, 2003, "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-215, Mar.
- H. Peter Boswijk & Jurgen Doornik, 2003, "Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W10, Jan.
- Fabio H. Nieto & Luis Fernando Melo, 2001, "About a Coincidente Index for the State of the Economy," Borradores de Economia, Banco de la Republica de Colombia, number 194, Dec, DOI: 10.32468/be.194.