Printed from https://ideas.repec.org/n/nep-ecm/2004-05-16.html
Report NEP-ECM-2004-05-16
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:
- Antoni Bosch-Domènech & José Garcia Montalvo & Rosemarie Nagel & Albert Satorra, 2004, "Finite mixture analysis of beauty-contest data using generalised beta distributions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 737, Jan, revised May 2010.
- Michel Van de Velden & Tammo Bijmolt, 2003, "Generalized canonical correlation analysis of matrices with different row and column orders," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 696, Jun.
- Anders Eriksson & Lars Forsberg & Eric Ghysels, 2004, "Approximating the Probability Distribution of Functions of Random Variables: A New Approach," CIRANO Working Papers, CIRANO, number 2004s-21, May.
- Olivier Ledoit & Michael Wolf, 2003, "Honey, I shrunk the sample covariance matrix," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 691, Jun.
- Joseph Romano & Michael Wolf, 2003, "Exact and approximate stepdown methods for multiple hypothesis testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 727, Dec.
- Elena Andreou & Eric Ghysels, 2004, "The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests," CIRANO Working Papers, CIRANO, number 2004s-25, May.
- Àlex Costa & Albert Satorra & Eva Ventura, 2003, "An empirical evaluation of small area estimators," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 674, Apr, revised Jun 2003.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-3.
- James Morley & Jeremy M. Piger, 2005, "A steady-state approach to trend/cycle decomposition of regime-switching processes," Working Papers, Federal Reserve Bank of St. Louis, number 2004-006, DOI: 10.20955/wp.2004.006.
- Item repec:dgr:kubcen:200438 is not listed on IDEAS anymore
- Joseph P. Romano & Michael Wolf, 2003, "Stepwise multiple testing as formalized data snooping," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 712, Oct.
- Markku Lanne, 2004, "Nonlinear dynamics of interest rate and inflation," Macroeconomics, University Library of Munich, Germany, number 0405014, May.
- Maia Güell & Luojia Hu, 2003, "Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 688, May.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," CIRANO Working Papers, CIRANO, number 2004s-19, May.
- Elena Andreou & Eric Ghysels, 2004, "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers, CIRANO, number 2004s-26, May.
- Item repec:dgr:kubcen:200439 is not listed on IDEAS anymore
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-1.
- Item repec:dgr:kubcen:200440 is not listed on IDEAS anymore
- Àlex Costa & Albert Satorra & Eva Ventura, 2003, "Using composite estimators to improve both domain and total area estimation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 731, Dec.
- Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004, "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies, Umeå University, Department of Economics, number 637, May.
- Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004, "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers, CIRANO, number 2004s-20, May.
- Mogens Fosgerau & Thomas Bue Bjørner, 2004, "Joint models for noise annoyance and WTP for road noise reduction," Others, University Library of Munich, Germany, number 0405001, May.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2004, "Forecasting Macroeconomic Variables for the Acceding Countries," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 260.