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Report NEP-ECM-2004-10-21
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:uvatin:20040090 is not listed on IDEAS anymore
- Item repec:fip:fedfap:2004-11 is not listed on IDEAS anymore
- Valentina Corradi & Norman Swanson, 2004, "Predictive Density Evaluation," Departmental Working Papers, Rutgers University, Department of Economics, number 200419, Sep.
- Item repec:dgr:kubcen:200482 is not listed on IDEAS anymore
- Mototsugu Shintani, 2004, "A Dynamic Factor Approach to Nonlinear Stability Analysis," Levine's Bibliography, UCLA Department of Economics, number 122247000000000621, Oct.
- Item repec:cdl:ucsdec:2004-01 is not listed on IDEAS anymore
- Martin Schneider & Martin Spitzer, 2004, "Forecasting Austrian GDP using the generalized dynamic factor model," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 89, Aug.
- Yoichi Arai, 2004, "Testing for Linearity in Regressions with I(1) processes," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-303, Oct.
- Guglielmo Maria Caporale & Mario Cerrato, 2004, "Panel Data Tests Of Ppp: A Critical Overview," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-18, Oct.
- Item repec:cdl:ucsdec:2004-02 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200484 is not listed on IDEAS anymore
- Diana Weinhold, 2004, "A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data," Econometrics, University Library of Munich, Germany, number 0410003, Oct.
- Item repec:dgr:kubcen:200477 is not listed on IDEAS anymore
- Evens SALIES, 2004, "On the stability of recursive least squares in the Gauss-Markov model," Econometrics, University Library of Munich, Germany, number 0410007, Oct.
- Valentina Corradi & Norman Swanson, 2004, "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers, Rutgers University, Department of Economics, number 200418, Sep.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004, "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-20, Oct.
- Neil R. Ericsson, 2004, "The ET interview: professor David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 811.
- Item repec:cdl:ucsdec:2004-08 is not listed on IDEAS anymore
- Andreas Fischer & Marlene Amstad, 2004, "Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment," Working Papers, Swiss National Bank, Study Center Gerzensee, number 04.06, Jul.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-17, Oct.
- Item repec:cdl:ucsdec:2004-10 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:2004-05 is not listed on IDEAS anymore
- Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004, "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-14, Oct.
- Item repec:cdl:ucsdec:2003-16 is not listed on IDEAS anymore
- John M. Maheu & Stephen Gordon, 2004, "Learning, Forecasting and Structural Breaks," Cahiers de recherche, CIRPEE, number 0422.