Printed from https://ideas.repec.org/n/nep-ecm/2004-03-28.html
Report NEP-ECM-2004-03-28
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:
- Corrado Crocetta & Nicola Loperfido, 2003, "On the exact sampling distribution of L-statistics," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 06-2003, Nov.
- Rossi, Barbara & Pesavento, Elena, 2003, "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers, Duke University, Department of Economics, number 03-19.
- Oscar Jorda, 2004, "Model-Free Impulse Responses," Macroeconomics, University Library of Munich, Germany, number 0403016, Mar.
- Item repec:dgr:umamet:2004007 is not listed on IDEAS anymore
- Boris Siliverstovs & Tom Engsted & Niels Haldrup, , "Long-run forecasting in multicointegrated systems," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-15.
- Güell, Maia & Hu, Luojia, 2004, "Estimating the Probability of Leaving Unemployment Using Uncompleted Spells from Repeated Cross-Section Data," IZA Discussion Papers, IZA Network @ LISER, number 1079, Mar.
- Nielsen, Morten Oe., , "Spectral Analysis of Fractionally Cointegrated Systems," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-12.
- Corrado Crocetta & Nicola Loperfido, 2003, "Sampling Distribution of the Gini Index from a Skew Normal," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 07-2003, Nov.
- Nielsen, Morten Oe., , "Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-16.
- Thomas M. Fullerton Jr. & Carol T. West, 2004, "Regional Econometric Housing Start Forecast Accuracy in Florida," Urban/Regional, University Library of Munich, Germany, number 0403004, Mar.
- Corrado Crocetta & Nicola Loperfido, 2003, "Correlations Without Moments," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 05-2003, Nov.
- Anna Christina D'Addio & Bo E. Honoré, , "Duration Dependence and Timevarying Variables in Discrete Time Duration Models," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-13.
- Nielsen, Morten Oe., , "Semiparametric Estimation in Time Series Regression with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-17.
- Nielsen, Morten Oe., , "Multivariate Lagrange Multiplier Tests for Fractional Integration," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-18.