Printed from https://ideas.repec.org/n/nep-ecm/2005-01-02.html
Report NEP-ECM-2005-01-02
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:
- Niels Haldrup & Antonio Montañés & Andreu Sansó, 2004, "Testing for Additive Outliers in Seasonally Integrated Time Series," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2004-14, Dec.
- Item repec:cep:stiecm:/2004/468 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2004/471 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2004/474 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2004/476 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2004/479 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2004/480 is not listed on IDEAS anymore
- M. Hashem Pesaran & Paolo Zaffaroni, 2004, "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series, CESifo, number 1358.
- Item repec:dgr:eureri:30001977 is not listed on IDEAS anymore
- Cysne, Rubens Penha, 2004, "On the statistical estimation of diffusion processes - a partial survey," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 570, Oct.
- Villani, Mattias & Larsson, Rolf, 2004, "The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 175, Dec.
- Katarina Juselius, 2004, "Inflation, Money Growth, and I(2) Analysis," Discussion Papers, University of Copenhagen. Department of Economics, number 04-31, Dec.
- David E. Giles & Chad N. Stroomer, 2004, "Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering," Econometrics Working Papers, Department of Economics, University of Victoria, number 0406, Dec.
- Gultekin Isiklar, 2004, "On aggregation bias in fixed-event forecast efficiency tests," Econometrics, University Library of Munich, Germany, number 0412011, Dec, revised 28 Dec 2004.
- Francis X. Diebold, 2004, "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-010, Feb.
- Richard Harrison & George Kapetanios & Tony Yates, 2004, "Forecasting with measurement errors in dynamic models," Bank of England working papers, Bank of England, number 237, Nov.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003, "Realized Beta: Persistence and Predictability," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-018, Jan, revised 01 Mar 2004.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2004, "Convergence Properties of the Likelihood of Computed Dynamic Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-034, Aug.
- ANNAERT, Jan & CLAES, Anouk G.P. & DE CEUSTER, Marc J.K., 2003, "Does the Compass Rose pattern matter for testing normality?," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2003020, Jun.
- BRYS, Guy & HUBERT, Mia & STRUYF ,Anja, 2004, "Goodness-of-fit tests based on a robust measure of skewness," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2004018, Aug.
- George Kapetanios & Tony Yates, 2004, "Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models," Bank of England working papers, Bank of England, number 238, Nov.
- David Mandy & Sandor Fridli, 2004, "Exact FGLS Asymptotics for MA Errors," Working Papers, Department of Economics, University of Missouri, number 0405, Dec, revised 16 Dec 2004.
- Item repec:umc:wpaper:0406 is not listed on IDEAS anymore
- Item repec:umc:wpaper:0420 is not listed on IDEAS anymore
- Alan Manning, 2004, "Instrumental Variables for Binary Treatments with Heterogeneous Treatment Effects: A Simple Exposition," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0619, Feb.