Printed from https://ideas.repec.org/n/nep-ecm/2004-02-23.html
Report NEP-ECM-2004-02-23
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:
- Aparicio, Felipe M. & Escribano, Álvaro, 2003, "Cointegration tests based on record counting statistics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws036615, Oct.
- Giancarlo bruno & Edoardo Otranto, 2004, "The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach," Econometrics, University Library of Munich, Germany, number 0402008, Feb.
- Aparicio, Felipe M., 2003, "On the record properties of integrated time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws036414, Oct.
- Paserman, M. Daniele, 2004, "Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application," IZA Discussion Papers, Institute of Labor Economics (IZA), number 996, Jan.
- Aparicio, Felipe M. & Escribano, Álvaro & García, Ana, 2004, "A range unit root test," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws041104, Feb.
- Item repec:att:eurcbw:2003247 is not listed on IDEAS anymore
- Bonin, Holger & Schneider, Hilmar, 2004, "Analytical Prediction of Transitions Probabilities in the Conditional Logit Model," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1015, Feb.
- Gilberto A. Libanio, 2004, "Unit roots in macroeconomic time series: theory, implications, and evidence," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td228, Feb.
- Item repec:cfs:cfswop:wp200304 is not listed on IDEAS anymore
- Edoardo Otranto, 2004, "Classifying the Markets Volatility with ARMA Distance Measures," Econometrics, University Library of Munich, Germany, number 0402009, Feb, revised 05 Mar 2004.
- Lauren Bin Dong & David E. A. Giles, 2004, "An Empirical Likelihood Ratio Test for Normality," Econometrics Working Papers, Department of Economics, University of Victoria, number 0401, Feb.