Report NEP-ECM-2003-11-30This 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:
- Mira Antonietta & Tenconi Paolo, 2003. "Bayesian estimate of credit risk via MCMC with delayed rejection," Economics and Quantitative Methods qf0315, Department of Economics, University of Insubria.
- Item repec:esx:essedp:570 is not listed on IDEAS anymore
- Brendan McCabe & Stephen Leybourne & David Harris, 2003. "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics 0311009, EconWPA.
- Robert F. Engle & Giampiero M. Gallo, 2003. "A Multiple Indicators Model for Volatility Using Intra-Daily Data," NBER Working Papers 10117, National Bureau of Economic Research, Inc.
- Fabian BORNHORST, 2003. "On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP," Economics Working Papers ECO2003/24, European University Institute.
- Item repec:esx:essedp:571 is not listed on IDEAS anymore
- Jonathan H. Wright, 2003. "Bayesian Model Averaging and exchange rate forecasts," International Finance Discussion Papers 779, Board of Governors of the Federal Reserve System (U.S.).
- Jonathan H. Wright, 2003. "Forecasting U.S. inflation by Bayesian Model Averaging," International Finance Discussion Papers 780, Board of Governors of the Federal Reserve System (U.S.).
- Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2003. "A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data," NBER Working Papers 10111, National Bureau of Economic Research, Inc.
- Item repec:mtl:montde:17-2003 is not listed on IDEAS anymore
- Mira Antonietta & Omtzigt Pieter, 2003. "Stationary preserving and efficiency increasing probability mass transfer made possible," Economics and Quantitative Methods qf0313, Department of Economics, University of Insubria.
- Theodore M. Crone, 2003. "An alternative definition of economic regions in the U.S. based on similarities in state business cycles," Working Papers 03-23, Federal Reserve Bank of Philadelphia.
- Bartolucci Francesco & Mira Antonietta, 2003. "Efficient estimate of Bayes factors from Reversible Jump output," Economics and Quantitative Methods qf0314, Department of Economics, University of Insubria.
- Samuel Copt & Maria-Pia Victoria-Feser, 2003. "High Breakdown Inference in the Mixed Linear Model," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2003.06, Institut d'Economie et Econométrie, Université de Genève.
- Item repec:fip:fedmbp:5-03 is not listed on IDEAS anymore
- Ramsey, J.B., 2002. "Wavelets in Economics and Finance: Past and Future," Working Papers 02-02, C.V. Starr Center for Applied Economics, New York University.