Printed from https://ideas.repec.org/n/nep-ecm/2003-06-19.html
Report NEP-ECM-2003-06-19
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:
- Marrocu, Emanuela & Gianna Boero, 2003, "The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 147, Jun.
- Strachan, Rodney & Brett Inder, 2003, "Bayesian Analysis of Stochastic and Deterministic Processes in The Error Correction Model," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 197, Jun.
- To, Thuy Duong & Carl Chiarella, 2003, "The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 205, Jun.
- Item repec:dnb:wormem:723 is not listed on IDEAS anymore
- Cuaresma, Jesus Crespo, 2003, "Some million thresholds: Nonlinearity and cross-country growth regressions," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 51, Jun.
- Yates, Tony & Richard Harrison & George Kapetanios, 2003, "Forecasting with measurement errors in dynamic models," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 225, Jun.
- Battistin, Erich & Enrico Rettore, 2003, "Another look at the Regression Discontinuity Design," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 18, Jun.
- Muneya Matsui & Akimichi Takemura, 2003, "Empirical characteristic function approach to goodness-of-fit tests for the Cauchy distribution with parameters estimated by MLE or EISE," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-226, Jun.
- Silvia Gonçalves & Lutz Kilian, 2003, "Asymptotic and Bootstrap Inference for AR( Infinite ) Processes with Conditional Heteroskedasticity," CIRANO Working Papers, CIRANO, number 2003s-28, May.
- Duranton, Gilles & Henry G Overman, 2003, "Testing for Localisation Using Micro-Geographic Data," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 69, Jun.
- Lupi, Claudio & Peracchi, Franco, 2003, "The limits of statistical information: How important are GDP revisions in Italy?," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03005, Jun.
- Pesaran, M.H. & Timmermann, A., 2003, "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0331, Jun.
- Dietmar Bauer & Martin Wagner, 2003, "The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0308, May.
- Darsinos, T. & Satchell, S.E., 2003, "Bayesian Estimation of Risk-Premia in an APT Context," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0329, May.