Printed from https://ideas.repec.org/n/nep-ecm/2006-04-22.html
Report NEP-ECM-2006-04-22
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:
- Laura Mayoral, 2006, "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 959, Jan.
- Item repec:qmw:qmwecw:wp560 is not listed on IDEAS anymore
- Quoreshi, Shahiduzzaman, 2006, "LongMemory, Count Data, Time Series Modelling for Financial Application," Umeå Economic Studies, Umeå University, Department of Economics, number 673, Apr.
- Marcellino, Massimiliano & Kapetanios, George, 2006, "A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5620, Apr.
- Ai Deng & Pierre Perron, 2005, "A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-047, Nov.
- Laura Mayoral, 2005, "Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 956, Oct.
- Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005, "Testing I(1) against I(d) alternatives in the presence of deteministic components," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 957, Feb.
- Quoreshi, Shahiduzzaman, 2006, "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 674, Apr.
- Heiss, Florian & Winschel, Viktor, 2006, "Estimation with Numerical Integration on Sparse Grids," Discussion Papers in Economics, University of Munich, Department of Economics, number 916, Apr.
- Item repec:gen:geneem:2006.02 is not listed on IDEAS anymore
- Li-Chun Zhang & Ib Thomsen, 2005, "A prediction approach to sampling design," Discussion Papers, Statistics Norway, Research Department, number 440, Dec.
- Gang Liu & Terje Skjerpen & Anders Rygh Swensen & Kjetil Telle, 2006, "Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve," Discussion Papers, Statistics Norway, Research Department, number 443, Jan.
- Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005, "What is what?: A simple time-domain test of long-memory vs. structural breaks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 954, Sep.
- Laura Mayoral, 2005, "Further evidence on the statistical properties of real GNP," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 955, May, revised Feb 2006.
- Brännäs, Kurt & Lönnbark, Carl, 2006, "Effects of Explanatory Variables in Count Data Moving Average Models," Umeå Economic Studies, Umeå University, Department of Economics, number 679, Apr.
- Item repec:dgr:uvatin:20060024 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20050118 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20060020 is not listed on IDEAS anymore
- Item repec:emo:wp2003:0603 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20060027 is not listed on IDEAS anymore
- Duangkamon Chotikapanich & William E. Griffiths, 2006, "Bayesian Assessment of Lorenz and Stochastic Dominance in Income Distributions," Department of Economics - Working Papers Series, The University of Melbourne, number 960.
- Miguel Carriquiry & Bruce A. Babcock & Chad E. Hart, 2005, "Using a Farmer's Beta for Improved Estimation of Actual Production History (APH) Yields," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 05-wp387, Mar.
- Sung Jae Jun & Tony Lancaster, 2006, "Bayesian quantile regression," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/06, Feb.
- Nabil Annabi & John Cockburn & Bernard Decaluwé, 2006, "Functional Forms and Parametrization of CGE Models," Working Papers MPIA, PEP-MPIA, number 2006-04.
- Item repec:dgr:uvatin:20060019 is not listed on IDEAS anymore
- Francois-Éric Racicot & Raymond Théoret, 2006, "La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp052006, Apr.