Printed from https://ideas.repec.org/n/nep-ecm/2004-09-30.html
Report NEP-ECM-2004-09-30
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:
- J. T. A. S. Ferreira & M. F. J. Steel, 2004, "On Describing Multivariate Skewness: A Directional Approach," Econometrics, University Library of Munich, Germany, number 0409010, Sep.
- Item repec:dgr:kubcen:200467 is not listed on IDEAS anymore
- Item repec:dgr:umamet:2004040 is not listed on IDEAS anymore
- John Hunter & Christos Ioannidis, 2004, "Identifying and Solving Multivariate Rational Expectations Models," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-08, Sep.
- Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004, "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 509, Sep.
- Augurzky, Boris & Kluve, Jochen, 2004, "Assessing the Performance of Matching Algorithms When Selection into Treatment Is Strong," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1301, Sep.
- Nelson C. Mark & Donggyu Sul, 2004, "The Use of Predictive Regressions at Alternative Horizons in Finance and Economics," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0298, Aug.
- Hashem Pesaran & Andreas Pick, 2004, "Econometric Issues in the Analysis of Contagion," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 67, Sep.
- Item repec:dgr:kubcen:200472 is not listed on IDEAS anymore
- Marine Carrasco, 2004, "Chi-square Tests for Parameter Stability," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 508, Sep.
- Jean-Yves Pitarakis, 2004, "Model Selection Uncertainty and Detection of Threshold Effecs," Econometrics, University Library of Munich, Germany, number 0409013, Sep.
- Donald W.K. Andrews & Marcelo Moreira & James H. Stock, 2004, "Optimal Invariant Similar Tests for Instrumental Variables Regression," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0299, Aug.
- Sofiane H. Sekioua, 2004, "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 91, Sep.
- Young-Sook Lee & Tae-Hwan Kim & Paul Newbold, 2004, "Spurious Nonlinear Regressions In Econometrics," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 27, Sep.
- Eric Hillebrand, 2004, "Neglecting Parameter Changes in Autoregressive Models," Departmental Working Papers, Department of Economics, Louisiana State University, number 2004-04, Apr.
- Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004, "Bayesian Approaches to Cointegration," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 04/27, Sep.
- Harry J. Paarsch & Bjarne Brentstrup, 2004, "Nonparametric Identification and Estimation of Multi-Unit, Sequential, Oral, Ascending-Price Auctions with Asymmetric Bidders," Computing in Economics and Finance 2004, Society for Computational Economics, number 36, Aug.
- Artur Da Silva Lopes, 2004, "Deterministic Seasonality In Dickey-Fuller Tests: Should We Care?," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 75, Sep.
- Siddhartha Chib & Michael K Pitt & Neil Shephard, 2004, "Likelihood based inference for diffusion driven models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe17.
- Gary Koop & Simon M. Potter, 2004, "Prior Elicitation in Multiple Change-point Models," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 04/26, Sep.
- Item repec:dgr:kubcen:200471 is not listed on IDEAS anymore
- Pesaran, M. Hashem, 2004, "A Pair-Wise Approach to Testing for Output and Growth Convergence," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1313, Sep.
- Giovanni Urga & Lorenzo Trapani, 2004, "Cointegration Versus Spurious Regression In Heterogeneous Panels," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 74, Sep.
- Georgios Chortareas & George Kapetanios, 2004, "Getting PPP Right: Identifying Mean Reverting Real Exchange Rates in Panels," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 32, Sep.