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Report NEP-ECM-2005-03-06
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:
- Gary Koop & Simon M. Potter & Rodney W. Strachan, 2005, "Re-examining the Consumption-Wealth Relationship: The Role of Model Uncertainty," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/3, Feb.
- Takamitsu Kurita & Bent Nielsen, 2005, "Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W01, Jan.
- Juan Carlos Escanciano, 2005, "Goodness-of-fit Tests for Linear and Non-linear Time Series Models," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/05, Feb.
- Xue-Zhong He & Youwei Li, 2005, "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 148, Jan.
- Carl Chiarella & Shenhuai Gao, 2004, "Continuous Time Model Estimation," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 138, Dec.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005, "Spurious regression under broken trend stationarity," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200501, Jan.