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Report NEP-ECM-2005-11-19
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:
- Marc P. Giannoni & Jean Boivin, 2005, "DSGE Models in a Data-Rich Environment," Computing in Economics and Finance 2005, Society for Computational Economics, number 431, Nov.
- Denis Bolduc & Lynda Khalaf & Clément Yélou, 2005, "Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time," Computing in Economics and Finance 2005, Society for Computational Economics, number 48, Nov.
- Fabio Trojani & Francesco Audrino, 2005, "Accurate Yield Curve Scenarios Generation using Functional Gradient Descent," Computing in Economics and Finance 2005, Society for Computational Economics, number 14, Nov.
- Fuchun Li, 2005, "Testing the Parametric Specification of the Diffusion Function in a Diffusion Process," Staff Working Papers, Bank of Canada, number 05-35, DOI: 10.34989/swp-2005-35.
- Jose M. Vidal-Sanz & Mercedes Esteban-Bravo, 2005, "Worst-case estimation and asymptotic theory for models with unobservables," Computing in Economics and Finance 2005, Society for Computational Economics, number 385, Nov.
- Kirstin Hubrich & David F. Hendry, 2005, "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005, Society for Computational Economics, number 270, Nov.
- A. Onatski & V. Karguine, 2005, "Curve Forecasting by Functional Autoregression," Computing in Economics and Finance 2005, Society for Computational Economics, number 59, Nov.
- Aaron Smallwood; Alex Maynard; Mark Wohar, 2005, "The Long and the Short of It: Long Memory Regressors and Predictive Regressions," Computing in Economics and Finance 2005, Society for Computational Economics, number 384, Nov.
- Annastiina Silvennoinen & Timo Teräsvirta, 2005, "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 168, Oct.
- Martijn van Hasselt, 2005, "Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 241, Nov.
- Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2005, "Parameterizing Unconditional Skewness in Models for Financial Time Series," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 169, Oct.
- J. Huston McCulloch, 2005, "The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation," Computing in Economics and Finance 2005, Society for Computational Economics, number 239, Nov.
- James Morley & Tara M. Sinclair, 2005, "Testing for Stationarity and Cointegration in an Unobserved Components Framework," Computing in Economics and Finance 2005, Society for Computational Economics, number 451, Nov.
- Emmanuel Guerre & Hyungsik Roger Moon, 2005, "A Study of a Semiparametric Binary Choice Model with Integrated Covariates," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.37, Oct.
- Item repec:dgr:kubcen:2005112 is not listed on IDEAS anymore
- Daniel Ventosa-Santaularia & Antonio E. Noriega, 2005, "Spurious regression under broken trend stationarity," Computing in Economics and Finance 2005, Society for Computational Economics, number 186, Nov.
- Item repec:ecb:ecbwps:20050549 is not listed on IDEAS anymore
- Magdalena E. Sokalska & Ananda Chanda & Robert F. Engle, 2005, "High Frequency Multiplicative Component Garch," Computing in Economics and Finance 2005, Society for Computational Economics, number 409, Nov.