Report NEP-ECM-2005-11-09This 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:
- Chen Pu & Hsiao Chihying, 2005. "Subsampling Cointegration Ranks in Large Systems," Econometrics 0508010, EconWPA.
- Gabor Kezdi, 2005. "Robus Standard Error Estimation in Fixed-Effects Panel Models," Econometrics 0508018, EconWPA.
- Ching-Kang Ing & Ching-Zong Wei, 2005. "A maximal moment inequality for long range dependent time series with applications to estimation and model selection," Econometrics 0508009, EconWPA.
- Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, EconWPA.
- Bhaskara Rao, 2005. "Estimating Short and Long Run Relationships: A Guide to the Applied Economist," Econometrics 0508013, EconWPA.
- Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, EconWPA.
- Pierangelo De Pace, 2005. "Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe," Econometrics 0509011, EconWPA, revised 07 Sep 2005.
- Paulo Guimaraes & Richard Lindrooth, 2005. "Dirichlet-Multinomial Regression," Econometrics 0509001, EconWPA.
- Marco Percoco, 2004. "A Statistical Model for the Identification of Key Sectors in I-O Models," ERSA conference papers ersa04p90, European Regional Science Association.
- Segismundo Izquierdo & Cesï¿½reo Hernï¿½ndez & Javier Pajares, 2005. "State Space Modelling of Cointegrated Systems using Subspace Algorithms," Econometrics 0509010, EconWPA, revised 07 Feb 2006.
- Oleg Korenok & Stanislav Radchenko, 2005. "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Econometrics 0508015, EconWPA.