Printed from https://ideas.repec.org/n/nep-ecm/2004-07-17.html
Report NEP-ECM-2004-07-17
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:
- Item repec:dgr:rugsom:04f09 is not listed on IDEAS anymore
- David F. Hendry & Carlos Santos, 2004, "Regression Models with Data-based Indicator Variables," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W13, Nov.
- Stéphane Bonhomme & Jean-Marc Robin, 2008, "Consistent noisy independent component analysis," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/08, Feb.
- Pieralda FERRARI & Nadia SOLARO, 2004, "On parameters estimation procedures in multilevel models," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-20, Jan.
- Ivan Fernandez-Val & Francis Vella, 2007, "Bias corrections for two-step fixed effects panel data estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/07, Feb.
- Guillaume Chevillon & David F. Hendry, 2004, "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W12, May.
- Francis W. Ahking, 2004, "The Power of the "Objective" Bayesian Unit-Root Test," Working papers, University of Connecticut, Department of Economics, number 2004-14, Jul.
- Item repec:tky:fseres:2004cj113 is not listed on IDEAS anymore
- David F. Hendry & Hans-Martin Krolzig, 2004, "We Ran One Regression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W17, Mar.
- Pesaran, M.H., 2003, "A Simple Panel Unit Root Test in the Presence of Cross Section Dependence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0346, Oct.
- fabio spagnolod & Zacharias Psaradakis & Martin Sola, 2003, "Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-15, Feb.
- Lauren Bin Dong, 2004, "The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach," Econometrics Working Papers, Department of Economics, University of Victoria, number 0404, Jul.
- Tony Lancaster, 2006, "A note on bootstraps and robustness," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/06, Feb.
- Item repec:dgr:kubcen:200348 is not listed on IDEAS anymore
- Jurgen A. Doornik & Neil Shephard & David F. Hendry, 2004, "Parallel Computation in Econometrics: A Simplified Approach," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W16, Jan.
- Stefan Mittnik & Peter A. Zadrozny, 2004, "Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data," CESifo Working Paper Series, CESifo, number 1203.
- Giovanna NICOLINI & Anna LO PRESTI, 2003, "Estimation methods for mixed populations," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2003-24, Jan.
- Stefano Iacus, 2001, "Statistical analysis of the inhomogeneous telegrapher's process," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2001-02, Jan.
- Cantoni, Eva & de Luna, Xavier, 2004, "Non-parametric adjustment for covariates when estimating a treatment effect," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2004:9, Jun.
- David F. Hendry, 2004, "Robustifying Forecasts from Equilibrium-Correction Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W14, Apr.
- Contreras, P. & Satchell, S.E., 2003, "A Bayesian Confidence Interval for Value-at-Risk," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0348, Nov.
- Dong, Fengxia & Featherstone, Allen, 2004, "Technical and Scale Efficiencies for Chinese Rural Credit Cooperatives: A Bootstrapping Approach in Data Envelopment Analysis," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11992, Jul.
- Benoit Bellone & David Saint-Martin, 2004, "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics, University Library of Munich, Germany, number 0407001, Jul.