Printed from https://ideas.repec.org/n/nep-ecm/2004-06-27.html
Report NEP-ECM-2004-06-27
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:
- Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004, "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0433, Jun.
- Nathan McLellan, 2004, "Measuring Productivity using the Index Number Approach: An Introduction," Treasury Working Paper Series, New Zealand Treasury, number 04/05, Jun.
- Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER, 2004, "Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift," Economics Working Papers, European University Institute, number ECO2004/21.
- Pesaran, M.H., 2004, "‘General Diagnostic Tests for Cross Section Dependence in Panels’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0435, Jun.
- Hsiao, C. & Pesaran, M.H., 2004, "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0434, Jun.
- Ralf BRUEGGEMANN & Helmut LUETKEPOHL, 2004, "Practical Problems with Reduced Rank ML Estimators for Cointegration Parameters and a Simple Alternative," Economics Working Papers, European University Institute, number ECO2004/20.