Report NEP-ECM-2004-04-18This 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:
- Gene L. Leon & Serineh Najarian, 2003. "Time-Varying Thresholds; An Application to Purchasing Power Parity," IMF Working Papers 03/181, International Monetary Fund.
- Item repec:imf:imfwpa:03131 is not listed on IDEAS anymore
- Andrew Berg & Rebecca N. Coke, 2004. "Autocorrelation-Corrected Standard Errors in Panel Probits; An Application to Currency Crisis Prediction," IMF Working Papers 04/39, International Monetary Fund.
- Andrew Gelman & Iain Pardoe, 2004. "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," Econometrics 0404002, EconWPA.
- Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," ESE Discussion Papers 64, Edinburgh School of Economics, University of Edinburgh.
- Item repec:imf:imfwpa:03171 is not listed on IDEAS anymore
- Andrew Gelman, 2004. "Prior distributions for variance parameters in hierarchical models," Econometrics 0404001, EconWPA.
- Podesta, Federico, 2003. "Econometric solutions vs. substantive results: a crucial trade-off in the time-series-cross-section analysis," ISER Working Paper Series 2003-34, Institute for Social and Economic Research.
- Matteo Ciccarelli & Alessandro Rebucci, 2003. "Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System," IMF Working Papers 03/102, International Monetary Fund.
- Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute for the Study of Labor (IZA).