Printed from https://ideas.repec.org/n/nep-ecm/2004-12-02.html
Report NEP-ECM-2004-12-02
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:
- Jean-Pierre Florens & Marine Carrasco, 2004, "On the Asymptotic Efficiency of GMM," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 436, Aug.
- Item repec:cte:wbrepe:wb045922 is not listed on IDEAS anymore
- Heather M. Anderson & Chin Nam Low, 2004, "Random Walk Smooth Transition Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/04, Nov, revised May 2005.
- Edith Madsen, 2004, "Estimating Cointegrating Relations from a Cross Section," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2004-21, Nov.
- Christian M. Hafner, 2004, "Temporal aggregation of multivariate GARCH processes," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 538, Aug.
- Allan Timmermann & Andrew J. Patton, 2004, "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 234, Aug.
- Item repec:dgr:kubcen:2004105 is not listed on IDEAS anymore
- John Hunter & Mark Simpson, 2004, "The specification of cross exchange rate equations used to test Purchasing Power Parity," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-22, Nov.
- Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2004, "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb045518, Nov.
- Russell Davidson & Emmanuel Flachaire, 2004, "Asymptotic and bootstrap inference for inequality and poverty measures," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v04100, Mar.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-15, Oct.
- Item repec:emo:wp2003:0419 is not listed on IDEAS anymore
- David F. Hendry, 2004, "Unpredictability and the Foundations of Economic Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W15, May.
- Jesus LOPEZ FIDALGO & Chiara TOMMASI & Paula Camelia TRANDAFIR, 2004, "T-optimality: a stopping rule for a first order algorithm," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2004-30, Jan.
- Walter Beckert & Daniel McFadden, 2004, "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0405, Nov.
- Stepana Lazarova, 2004, "Testing for structural change in regression with long memory processes," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 501, Aug.
- Frank Schorfheide & Hyungsik Roger Moon, 2004, "Bayesian Inference for Econometric Models using Empirical Likelihood Functions," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 284, Aug.
- Vidal-Sanz, Jose M., 2004, "Pointwise universal consistency of nonparametric linear estimators," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb045821, Nov.
- Simon M. Potter & Edward E. Leamer, 2004, "A Nonlinear Model of the Business Cycle," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 490, Aug.
- Heather M. Anderson & Chin Nam Low & Ralph Snyder, 2004, "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/04, Nov.
- Michael Greenacre, 2004, "Weighted metric multidimensional scaling," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 777, Sep.
- Walter Beckert & Richard Blundell, 2004, "Invertibility of Nonparametric Stochastic Demand Functions," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0406, Oct.
- Robert de Jong, 2004, "Nonlinear estimators with integrated regressors but without exogeneity," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 324, Aug.
- Roel C.A. Oomen, 2004, "Statistical Models for High Frequency Security Prices," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 77, Aug.
- Item repec:dgr:kubcen:2004112 is not listed on IDEAS anymore
- Luc Bauwens & Jeroen Rombouts, 2004, "Bayesian Clustering Of Similar Multivariate Garch Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 370, Aug.