Printed from https://ideas.repec.org/n/nep-ecm/2003-11-16.html
Report NEP-ECM-2003-11-16
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:
- Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther, 2003, "Detecting level shifts in the presence of conditional heteroscedasticity," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws036313, Nov.
- Santos, Manuel S. & Peralta Alva, Adrián, 2003, "Accuracy of simulations for stochastic dynamic models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we034615, Oct.
- Heather M. Anderson & Farshid Vahid, 2003, "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/03, Nov.
- Westerlund, Joakim, 2003, "A Panel CUSUM Test of the Null of Cointegration," Working Papers, Lund University, Department of Economics, number 2003:15, Nov.
- Mira Antonietta & Tenconi Paolo & Bressanini Dario, 2003, "Variance reduction in MCMC," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0310, Sep.
- Item repec:cmf:wpaper:wp2003 is not listed on IDEAS anymore