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Report NEP-ECM-2003-04-12
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:
- Bent Nielsen, 2003, "Correlograms for non-stationary autoregressions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W11, Apr.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, , "A New Test for Chaotic Dynamics Using Lyapunov Exponents," Working Papers, FEDEA, number 2003-09.
- Erhan Bayraktar & Li Chen & H. Vincent Poor, 2003, "Projecting the Forward Rate Flow on a Finite Dimensional Manifold," Finance, University Library of Munich, Germany, number 0303007, Mar.
- Arthur Lewbel & Susanne M. Schennach, 2003, "A Simple Ordered Data Estimator For Inverse Density Weighted Functions," Boston College Working Papers in Economics, Boston College Department of Economics, number 557, Apr, revised 01 May 2005.
- Nelson C. Mark & Masao Ogaki & Donggyu Sul, 2003, "Dynamic Seemingly Unrelated Cointegrating Regression," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0292, Apr.
- Christopher Ferrall, 2003, "Solving Finite Mixture Models in Parallel," Computational Economics, University Library of Munich, Germany, number 0303003, Mar.
- Arthur Lewbel, 2003, "Estimation of Average Treatment Effects With Misclassification," Boston College Working Papers in Economics, Boston College Department of Economics, number 556, Apr, revised 04 Sep 2006.
- Drissi, Mohamed & Truchon, Michel, 2002, "Maximum Likelihood Approach to Vote Aggregation with Variable Probabilities," Cahiers de recherche, Université Laval - Département d'économique, number 0211.
- Yacine Ait-Sahalia & Per A. Mykland, 2003, "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," NBER Working Papers, National Bureau of Economic Research, Inc, number 9611, Apr.