Report NEP-ECM-2005-09-11This 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.
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 603, Stockholm School of Economics.
- Giovanni Forchini, 2005. "Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model," Monash Econometrics and Business Statistics Working Papers 20/05, Monash University, Department of Econometrics and Business Statistics.
- Marinucci, Domenico & Avarucci, Marco, 2005. "Polynomial cointegration among stationary processes with long memory," UC3M Working papers. Economics we055123, Universidad Carlos III de Madrid. Departamento de Economía.
- 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 wp05-06, School of Economics, University of Wollongong, NSW, Australia.
- Santamaría, Laureano & Morales, Domingo & Molina, Isabel & Lombardía, Maria J. & González Manteiga, Wenceslao, 2005. "Analytic and bootstrap approximations of prediction errors under a multivariate fay-herriot model," DES - Working Papers. Statistics and Econometrics. WS ws054910, Universidad Carlos III de Madrid. Departamento de Estadística.
- Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model," Departmental Working Papers wp0508, National University of Singapore, Department of Economics.
- González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005. "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance 604, Stockholm School of Economics, revised 11 Oct 2017.
- Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Hannover Economic Papers (HEP) dp-319, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Breitung, J. & Pesaran, M.H., 2005. "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics 0535, Faculty of Economics, University of Cambridge.
- Cornelißen, Thomas, 2005. "Standard errors of marginal effects in the heteroskedastic probit model," Hannover Economic Papers (HEP) dp-320, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- 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 601, Stockholm School of Economics.
- Andrew Ang & Geert Bekaert & Min Wei, 2005. "Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?," NBER Working Papers 11538, National Bureau of Economic Research, Inc.
- Beer, Michael, 2005. "Bootstrapping a Hedonic Price Index: Experience from Used Cars Data," DQE Working Papers 4, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 20 Jan 2007.
- Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
- Item repec:pas:camaaa:2005-14 is not listed on IDEAS anymore