Printed from https://ideas.repec.org/n/nep-ecm/2004-08-09.html
Report NEP-ECM-2004-08-09
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:
- James D. Hamilton & Daniel F. Waggoner & Tao Zha, 2004, "Normalization in econometrics," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-13.
- Brian Krauth, 2004, "Simulation-based estimation of peer effects," Econometrics, University Library of Munich, Germany, number 0408002, Aug.
- Francesco Bravo, , "Bartlett-type Adjustments for Empirical Discrepancy Test Statistics," Discussion Papers, Department of Economics, University of York, number 04/14.
- Natércia Fortuna, 2004, "Local rank tests in a multivariate nonparametric relationship," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 137, Feb.
- Item repec:qmw:qmwecw:wp514 is not listed on IDEAS anymore
- Christopher F. Baum, 2004, "Stata: The language of choice for time series analysis?," Boston College Working Papers in Economics, Boston College Department of Economics, number 598, Jul.
- Item repec:qmw:qmwecw:wp515 is not listed on IDEAS anymore
- Christopher A. Sims & Tao Zha, 2004, "MCMC method for Markov mixture simultaneous-equation models: a note," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-15.
- M. Hashem Pesaran, 2003, "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series, CESifo, number 869.
- Item repec:qmw:qmwecw:wp517 is not listed on IDEAS anymore
- Todd E. Clark & Kenneth D. West, 2004, "Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 04-03.
- Lorenzo Cappellari & Stephen P. Jenkins, 2004, "Modelling Low Pay Transition Probabilities, Accounting for Panel Attrition, Non-Response, and Initial Conditions," CESifo Working Paper Series, CESifo, number 1232.
- Stanislav Radchenko, 2004, "Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market," Econometrics, University Library of Munich, Germany, number 0408001, Aug.
- Item repec:qmw:qmwecw:wp516 is not listed on IDEAS anymore