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Report NEP-ECM-2005-02-13
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:
- Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2005, "Unemployment dynamics and NAIRU estimates for CEECs : A univariate approach," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 131.
- Item repec:bbk:bbkefp:0412 is not listed on IDEAS anymore
- Jean-Marie Dufour, 2005, "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers, CIRANO, number 2005s-02, Feb.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers, CIRANO, number 2005s-03, Feb.
- Henry, Jerome & Marcellino, Massimiliano & Angelini, Elena, 2004, "Interpolation and Backdating with A Large Information Set," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4533, Oct.
- Canova, Fabio & Ciccarelli, Matteo & Ortega, Eva, 2004, "Similarities and Convergence in G7 Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4534, Sep.
- Rossi, Barbara & Pesavento, Elena, 2004, "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4536, Sep.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2004, "Federal Funds Rate Prediction," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4587, Sep.
- Timmermann, Allan & Elliott, Graham, 2004, "Optimal Forecast Combination Under Regime Switching," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4649, Oct.
- Kaufmann, Sylvia & Frühwirth-Schnatter, Sylvia, 2004, "Model-based Clustering of Multiple Time Series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4650, Sep.
- Kandel, Shmuel & Zilca, Shlomo, 2004, "A Variance Ratio Related Prediction Tool with Application to the NYSE Index 1825-2002," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4729, Nov.
- Konstantin A., KHOLODILIN & Wension Vincent, YAO, 2004, "Business Cycle Turning Points : Mixed-Frequency Data with Structural Breaks," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2004024, Sep.
- Ray C. Fair, 2004, "Predicting Electoral College Victory Probabilities from State Probability Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1496, Nov.
- Hjalmarsson, Erik, 2005, "Predictive regressions with panel data," Working Papers in Economics, University of Gothenburg, Department of Economics, number 160, Feb.
- Hjalmarsson, Erik, 2005, "On the Predictability of Global Stock Returns," Working Papers in Economics, University of Gothenburg, Department of Economics, number 161, Feb.
- Antonio Lijoi & Ramsés H. Mena & Igor Prünster, 2004, "Hierarchical mixture modelling with normalized inverse Gaussian priors," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 12-2004, Nov.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004, "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 13-2004, Nov.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004, "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 23-2004, Oct.
- Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004, "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 24-2004, Oct.
- Fabio Maccheroni & Massimo Marinacci, 2004, "A strong law of large numbers for capacities," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 28-2004, Jun.
- Item repec:isu:genres:12245 is not listed on IDEAS anymore
- Li, Mingliang & Tobias, Justin, 2005, "Bayesian Analysis of Structural Effects in an Ordered Equation System," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12247, Feb.
- Constantijn W.A. Panis, 2003, "Microsimulations in the Presence of Heterogeneity," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp048, May.
- Shripad Tuljapurkar & Ronald D. Lee & Qi Li, 2004, "Random Scenario Forecasts Versus Stochastic Forecasts," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp073, Apr.
- Rob J. Hyndman & Md. Shahid Ullah, 2005, "Robust forecasting of mortality and fertility rates: a functional data approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/05, Feb.
- Bircan Erbas & Rob J. Hyndman & Dorota M. Gertig, 2005, "Forecasting age-specific breast cancer mortality using functional data models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/05, Feb.
- Todd E. Clark & Kenneth D. West, 2005, "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0305, Jan.
- B. Larivi Re & D. Van Den Poel, 2004, "Predicting Customer Retention and Profitability by Using Random Forests and Regression Forests Techniques," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 04/282, Dec.
- G. Peersman, 2005, "The relative importance of symmetric and asymmetric shocks and the determination of the exchange rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 05/286, Jan.
- Szilard Pafka & Marc Potters & Imre Kondor, 2004, "Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500050, Feb.
- Laurent Laloux & Pierre Cizeau & Jean-Philippe Bouchaud & Marc Potters, 1998, "Noise dressing of financial correlation matrices," Science & Finance (CFM) working paper archive, Science & Finance, Capital Fund Management, number 500051, Oct.
- Rolf Aaberge, 2005, "Asymptotic Distribution Theory of Empirical Rank-dependent Measures of Inequality," Discussion Papers, Statistics Norway, Research Department, number 402, Jan.
- Laurens Cherchye & Bruno De Borger & Tom Van Puyenbroeck, 2004, "Nonparametric tests of optimizing behavior in public service provision: Methodology and an application to local safety," Public Economics Working Paper Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics, number ces0416.
- Atsushi Inoue & Mototsugu Shintani, 2001, "Bootstrapping GMM Estimators for Time Series," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0129, Dec, revised Aug 2003.
- Xiaohong Chen & Yanqin Fan, 2002, "Evaluating Density Forecasts via the Copula Approach," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0225, Oct, revised Sep 2003.
- Item repec:kas:wpaper:2004-57 is not listed on IDEAS anymore