Printed from https://ideas.repec.org/n/nep-ecm/2005-05-29.html
Report NEP-ECM-2005-05-29
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:
- Yamagata. T., 2005, "On Testing Sample Selection Bias under the Multicollinearity Problem," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0522, May.
- Ausín Olivera, María Concepción & Wiper, Michael Peter & Lillo Rodríguez, Rosa Elvira, 2005, "Transient bayesian inference for short and long-tailed GI/G/1 queueing systems," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws053504, May.
- Ausín Olivera, María Concepción & Galeano, Pedro, 2005, "Bayesian estimation of the gaussian mixture garch model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws053605, May.
- Vincent, BODART & Konstantin, KHOLODILIN & Fati, SHADMAN-MEHTA, 2005, "Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005006, Mar.
- Item repec:dgr:rugggd:200473 is not listed on IDEAS anymore
- Marlene Amstad & Andreas Fischer, 2005, "Shock Identification of Macroeconomic Forecasts based on Daily Panels," Working Papers, Swiss National Bank, Study Center Gerzensee, number 05.02, Feb.
- Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-01, Jan.
- Fabio Trojani & Francesco Audrino, 2005, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-04, Jan.
- Patrick Gagliardini & C. Gourieroux & E. Renault, 2005, "Efficient Derivative Pricing by Extended Method of Moments," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-05, Jan.
- Luciano Gutierrez, 2005, "Tests for cointegration in panels with regime shifts," Econometrics, University Library of Munich, Germany, number 0505007, May.