Report NEP-ECM-2003-11-30

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:

• Mira Antonietta & Tenconi Paolo, 2003, "Bayesian estimate of credit risk via MCMC with delayed rejection," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0315, Oct.
• 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, University Library of Munich, Germany, number 0311009, Nov.
• Robert F. Engle & Giampiero M. Gallo, 2003, "A Multiple Indicators Model for Volatility Using Intra-Daily Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 10117, Nov.
• Fabian BORNHORST, 2003, "On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP," Economics Working Papers, European University Institute, number ECO2003/24.
• 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, Board of Governors of the Federal Reserve System (U.S.), number 779.
• Jonathan H. Wright, 2003, "Forecasting U.S. inflation by Bayesian Model Averaging," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 780.
• 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, National Bureau of Economic Research, Inc, number 10111, Nov.
• 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, Department of Economics, University of Insubria, number qf0313, Oct.
• Theodore M. Crone, 2003, "An alternative definition of economic regions in the U.S. based on similarities in state business cycles," Working Papers, Federal Reserve Bank of Philadelphia, number 03-23.
• Bartolucci Francesco & Mira Antonietta, 2003, "Efficient estimate of Bayes factors from Reversible Jump output," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0314, Oct.
• Item repec:gen:geneem:2003.06 is not listed on IDEAS anymore

• Item repec:fip:fedmbp:5-03 is not listed on IDEAS anymore

• Item repec:cvs:starer:02-02 is not listed on IDEAS anymore

Report NEP-ECM-2003-11-30

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: