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Report NEP-ECM-2004-09-12
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:
- Galeano, Pedro & Peña, Daniel, 2004, "A note on prediction and interpolation errors in time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws042710, Sep.
- Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004, "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics, University Library of Munich, Germany, number 0409005, Sep.
- Item repec:gen:geneem:2004.08 is not listed on IDEAS anymore
- Rómulo Chumacero, 2004, "Forecasting Chilean Industrial Production and Sales with Automated Procedures," Working Papers Central Bank of Chile, Central Bank of Chile, number 260, May.
- VAN KERM Philippe & YU Keming & ZHANG Jin, 2004, "Bayesian quantile regression: An application to the wage distribution in 1990s Britain," IRISS Working Paper Series, IRISS at CEPS/INSTEAD, number 2004-10, Sep.
- Malmsten, Hans, 2004, "Evaluating exponential GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 564, Aug, revised 03 Sep 2004.
- Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran, 1998, "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 16, Nov.
- Pami Dua & Nishita Raje & Satyananda Sahoo, 2004, "Interest Rate Modeling and Forecasting in India," Occasional papers, Centre for Development Economics, Delhi School of Economics, number 3, Jul.
- Monzur Hossain & M. Ataharul Islam, 2004, "Application of Local Influence Diagnostics to the Linear Logistic Regression Models," Econometrics, University Library of Munich, Germany, number 0409004, Sep.
- Galeano, Pedro & Peña, Daniel & Tsay, Ruey S., 2004, "Outlier detection in multivariate time series via projection pursuit," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws044211, Sep.
- François Bourguignon & Martin Fournier & Marc Gurgand, 2004, "Selection Bias Corrections Based on the Multinomial Logit Model: Monte-Carlo Comparisons," DELTA Working Papers, DELTA (Ecole normale supérieure), number 2004-20.
- Malmsten, Hans & Teräsvirta, Timo, 2004, "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 563, Aug, revised 03 Sep 2004.
- Monzur Hossain & M. Ataharul Islam, 2004, "Testing The Significance Of Local Influence," Econometrics, University Library of Munich, Germany, number 0409003, Sep.