Report NEP-ECM-2003-09-14This 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:
- T Yamagata, 2003. "A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models," The School of Economics Discussion Paper Series 0328, Economics, The University of Manchester.
- Marian Grendar Jr & Marian Grendar, 2003. "Maximum Probability/Entropy translating of contiguous categorical observations into frequencies," Econometrics 0309003, EconWPA.
- Item repec:cte:wsrepe:ws033208 is not listed on IDEAS anymore
- Maria Helena Lopes Moreira da Veiga, 2003. "Forecasting Volatility Using A Continuous Time Model," UFAE and IAE Working Papers 584.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Item repec:dgr:rugsom:03a27 is not listed on IDEAS anymore
- Alfred Müller & Marco Scarsini, 2003. "Archimedean Copulae and Positive Dependence," ICER Working Papers - Applied Mathematics Series 25-2003, ICER - International Centre for Economic Research.
- Nicoletti, Cheti, 2003. "Poverty analysis with unit and item nonresponses: alternative estimators compared," ISER Working Paper Series 2003-20, Institute for Social and Economic Research.