Printed from https://ideas.repec.org/n/nep-ecm/2003-08-01.html
Report NEP-ECM-2003-08-01
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:
- Liew Khim Sen & Ahmad Zubaidi Baharumshah & Choo Wei Chong & Habshah Midi, 2003, "A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model," GE, Growth, Math methods, University Library of Munich, Germany, number 0307005, Jul.
- Andrzej Kociêcki, 2003, "On Priors for Impulse Responses in Bayesian Structural VAR Models," Econometrics, University Library of Munich, Germany, number 0307006, Jul.
- Khim-Sen Liew & Kian-Ping Lim & Chee-Keong Choong, 2003, "On The Forecastability Of Asean-5 Stock Markets Returns Using Time Series Models," Finance, University Library of Munich, Germany, number 0307012, Jul.
- Item repec:ehu:biltok:200312 is not listed on IDEAS anymore
- A'Hearn, Brian & Komlos, John, 2003, "Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ," Discussion Papers in Economics, University of Munich, Department of Economics, number 51, Jul.
- Anindya BANERJEE & Paul MIZEN, 2003, "A Re-interpretation of the Linear-Quadratic Model When Inventories and Sales are Polynomially Cointegrated," Economics Working Papers, European University Institute, number ECO2003/11.
- Venus Khim-sen Liew & Terence Tai- leung Chong, 2003, "Effects of STAR and TAR types nonlinearities on order selection criteria," Econometrics, University Library of Munich, Germany, number 0307005, Jul.
- Liew Khim Sen & Ahmad Zubaidi Baharumshah, 2003, "How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0307004, Jul.
- Item repec:qmw:qmwecw:wp497 is not listed on IDEAS anymore
- Liew Khim Sen & Mahendran Shitan, 2003, "The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0307003, Jul.
- Ahmad Zubaidi Baharumshah & Liew Khim Sen & Lim Kian Ping, 2003, "Exchange Rates Forecasting Model: An Alternative Estimation Procedure," International Finance, University Library of Munich, Germany, number 0307005, Jul.