Printed from https://ideas.repec.org/n/nep-ecm/2004-03-14.html
Report NEP-ECM-2004-03-14
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:
- Terje Skjerpen, 2004, "The dynamic factor model revisited: the identification problem remains," Discussion Papers, Statistics Norway, Research Department, number 369, Mar.
- Marco Vega, 2004, "Policy Makers Priors and Inflation Density Forecasts," Econometrics, University Library of Munich, Germany, number 0403005, Mar.
- George Kapetanios & Yongcheol Shin, 2003, "GLS Detrending-Based Unit Root Tests in Nonlinear STAR and SETAR Frameworks," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 108, Jan.
- Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO, 2004, "The detection of hidden periodicities: A comparison of alternative methods," Economics Working Papers, European University Institute, number ECO2004/10.
- Yoon-Jae Whang, 2004, "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1453, Mar.
- Yongcheol Shin & Andy Snell, 2002, "Mean Group Tests for Stationarity in Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 107, Aug.
- Laura Serlenga & Yongcheol Shin & Andy Snell, 2002, "A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 88, Aug.
- Meitz, Mika & Teräsvirta, Timo, 2004, "Evaluating models of autoregressive conditional duration," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 557, Mar, revised 13 Dec 2004.
- Tobías, Aureli & Saez, Marc, 2004, "Time-series regression models to study the short-term effects of environmental factors on health," Working Papers of the Department of Economics, University of Girona, Department of Economics, University of Girona, number 11, Mar.
- Konstantin A., Kholodilin, 2003, "Identifying and Forecasting the Turns of the Japanese Business Cycle," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2003008, Jun.
- Jose T.A.S. Ferreira & Mark F.J. Steel, 2004, "A Constructive Representation of Univariate Skewed Distributions," Econometrics, University Library of Munich, Germany, number 0403002, Mar.
- Gevorgyan Ruben & Melikyan Narine, 2004, "Missing Data Problem and the Empirical Yield Curve Analysis. An Example of T-bills Market in Armenia," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 04-03e, Feb.
- Oliver Linton & Yoon-Jae Whang, 2004, "A Quantilogram Approach to Evaluating Directional Predictability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1454, Mar.
- Item repec:dnb:staffs:107 is not listed on IDEAS anymore
- George Kapetanios & Yongcheol Shin, 2003, "Unit Root Tests in Three-Regime SETAR Models," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 104, Nov.
- Daniel Levy, 2004, "Cointegration in Frequency Domain," Econometrics, University Library of Munich, Germany, number 0402005, Feb.
- Henk Don, 2004, "How econometric models help policy makers; theory and practice," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 27, Feb.