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Report NEP-ECM-2005-01-23
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:
- Nathaniel Beck, Jonathan N. Katz, 2004, "Random Coefficient models for time-series-cross-section data," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences, number 1205, Sep.
- Strikholm, Birgit & Teräsvirta, Timo, 2005, "Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 578, Jan, revised 11 Feb 2005.
- Brian P. McCall & John J. McCall, , "Estimation Methods for Duration Models," Working Papers, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus), number 0205.
- D van Dijk & D R Osborn & M Sensier, 2004, "Testing for causality in variance in the presence of breaks," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 45.
- Roberto Reno', 2004, "Nonparametric Estimation of the Diffusion Coefficient via Fourier Analysis, with Aplication to Short Rate Modeling," Department of Economics University of Siena, Department of Economics, University of Siena, number 440, Nov.
- Giulio Zanella, 2004, "Discrete Choice with Social Interactions and Endogenous Memberships," Department of Economics University of Siena, Department of Economics, University of Siena, number 442, Nov.
- Roberto Reno' & Antonio Roma & Stephen Schaefer, 2004, "A Comparison of Alternative Nonparametric Estimators of the Short Rate Diffusion Coefficient," Department of Economics University of Siena, Department of Economics, University of Siena, number 445, Dec.
- Willa Chen & Rohit Deo, 2005, "GMM Estimation for Long Memory Latent Variable Volatility and Duration Models," Econometrics, University Library of Munich, Germany, number 0501006, Jan.