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Report NEP-ECM-2005-11-09
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:
- Chen Pu & Hsiao Chihying, 2005, "Subsampling Cointegration Ranks in Large Systems," Econometrics, University Library of Munich, Germany, number 0508010, Aug.
- Gabor Kezdi, 2005, "Robus Standard Error Estimation in Fixed-Effects Panel Models," Econometrics, University Library of Munich, Germany, number 0508018, Aug.
- 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, University Library of Munich, Germany, number 0508009, Aug.
- Jim Griffin & Mark Steel, 2005, "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics, University Library of Munich, Germany, number 0509004, Sep.
- Bhaskara Rao, 2005, "Estimating Short and Long Run Relationships: A Guide to the Applied Economist," Econometrics, University Library of Munich, Germany, number 0508013, Aug.
- Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005, "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics, University Library of Munich, Germany, number 0508011, Aug.
- 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, University Library of Munich, Germany, number 0509011, Sep, revised 14 Feb 2006.
- Paulo Guimaraes & Richard Lindrooth, 2005, "Dirichlet-Multinomial Regression," Econometrics, University Library of Munich, Germany, number 0509001, Sep.
- Marco Percoco, 2004, "A Statistical Model for the Identification of Key Sectors in I-O Models," ERSA conference papers, European Regional Science Association, number ersa04p90, Aug.
- Segismundo Izquierdo & Ces�reo Hern�ndez & Javier Pajares, 2005, "State Space Modelling of Cointegrated Systems using Subspace Algorithms," Econometrics, University Library of Munich, Germany, number 0509010, Sep, 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, University Library of Munich, Germany, number 0508015, Aug.