Printed from https://ideas.repec.org/n/nep-ecm/2004-06-10.html
Report NEP-ECM-2004-06-10
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:
- Gary Koop, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers, University of Toronto, Department of Economics, number gkoop-95-01, May.
- Ariel Pakes & Michael Ostrovsky & Steve Berry, 2004, "Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Samples)," NBER Working Papers, National Bureau of Economic Research, Inc, number 10506, May.
- Dimitris Christopoulos, 2004, "Does Stationarity Characterize Real GDP Movements? Results from Non-Linear Unit Root Tests," Macroeconomics, University Library of Munich, Germany, number 0406002, Jun.
- Albert Marcet & Morte O. Ravn, , "The HP-Filter in Cross-Country Comparisons," Studies on the Spanish Economy, FEDEA, number 100.
- Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004, "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 10428, Apr.
- Yoshua Bengio & Pascal Vincent, 2004, "Locally Weighted Full Covariance Gaussian Density Estimation," CIRANO Working Papers, CIRANO, number 2004s-29, May.
- Gary Koop & Justin Tobias, 2003, "Semiparametric Bayesian inference in smooth coefficient models," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 04/18, Oct.
- Alessandra Iacobucci & Alain Noullez, 2004, "A Frequency Selective Filter for Short-Length Time Series," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2004-05.
- Gary Koop & Dale Poirier & Justin Tobias, 2003, "Bayesian Semiparametric Inference in Multiple Equation Models," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 04/17, Jun.
- Yoshua Bengio & Olivier Delalleau & Nicolas Le Roux & Jean-François Paiement & Pascal Vincent & Marie Ouimet, 2004, "Spectral Dimensionality Reduction," CIRANO Working Papers, CIRANO, number 2004s-27, May.
- Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2004, "Estimating Dynamic Models of Imperfect Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 10450, Apr.