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Report NEP-ECM-2005-11-05
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:
- Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005, "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1538, Oct.
- Ekrem Kilic, 2005, "A Nonparametric Way of Distribution Testing," Econometrics, University Library of Munich, Germany, number 0510006, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-11, Jun.
- Ekrem Kilic, 2005, "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics, University Library of Munich, Germany, number 0510007, Oct.
- Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2005, "Joint LM Test for Homoskedasticity in a One-Way error Component Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 72, Oct.
- Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2005, "Edgeworth Expansions for Realized Volatility and Related Estimators," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0319, Oct.
- José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005, "Directional Log-spline Distributions," Econometrics, University Library of Munich, Germany, number 0511001, Nov.
- Jan Ondrich, 2005, "Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 68, Aug.
- Yun, Myeong-Su, 2005, "Normalized Equation and Decomposition Analysis: Computation and Inference," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1822, Oct.
- Christopher Chambers & Takashi Hayashi, 2005, "Bayesian Consistent Prior Selection," NajEcon Working Paper Reviews, www.najecon.org, number 784828000000000529, Nov.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-17, Sep.