Printed from https://ideas.repec.org/n/nep-ecm/2005-09-11.html
Report NEP-ECM-2005-09-11
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:
- González, Andrés & Teräsvirta, Timo, 2005, "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 603, Aug.
- Giovanni Forchini, 2005, "Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/05, Aug.
- Avarucci, Marco & Marinucci, Domenico, 2005, "Polynomial cointegration among stationary processes with long memory," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we055123, Sep.
- Shrestha, Min B. & Chowdhury, Khorshed, 2005, "Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-06.
- González Manteiga, Wenceslao & Lombardía, Maria J. & Molina, Isabel & Morales, Domingo & Santamaría, Laureano, 2005, "Analytic and bootstrap approximations of prediction errors under a multivariate fay-herriot model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws054910, Sep.
- Item repec:nus:nusewp:wp0508 is not listed on IDEAS anymore
- González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005, "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 604, Aug, revised 11 Oct 2017.
- Hübler, Olaf, 2005, "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-319, Aug.
- Breitung, J. & Pesaran, M.H., 2005, "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0535, Aug.
- Cornelißen, Thomas, 2005, "Standard errors of marginal effects in the heteroskedastic probit model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-320, Aug.
- Item repec:pas:camaaa:2005-11 is not listed on IDEAS anymore
- Item repec:pas:camaaa:2004-04 is not listed on IDEAS anymore
- Meitz, Mika, 2005, "A necessary and sufficient condition for the strict stationarity of a family of GARCH processes," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 601, Jul.
- Andrew Ang & Geert Bekaert & Min Wei, 2005, "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers, National Bureau of Economic Research, Inc, number 11538, Aug.
- Item repec:fri:dqewps:wp0004 is not listed on IDEAS anymore
- Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers, CIRANO, number 2005s-30, Aug.
- Item repec:pas:camaaa:2005-14 is not listed on IDEAS anymore