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Report NEP-ECM-2006-05-27
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:
- Item repec:dgr:kubcen:200645 is not listed on IDEAS anymore
- Lorenzo Cappellari & Stephen P. Jenkins, 2006, "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 584.
- Giordani, Paolo & Kohn, Robert, 2006, "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 196, May.
- Azhong Ye & Rob J Hyndman & Zinai Li, 2006, "Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/06, May.
- Item repec:mis:wpaper:20061101 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200644 is not listed on IDEAS anymore
- Alfonso Miranda & Sophia Rabe-Hesketh, 2005, "Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/14, Dec.
- Item repec:mis:wpaper:20060508 is not listed on IDEAS anymore
- Riccardo LUCCHETTI & Giulio PALOMBA, 2006, "Forecasting US bond yields at weekly frequency," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 261, May.
- Minfeng Deng, 2006, "An Anisotropic Model For Spatial Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/06, Mar.
- Boj, Eva & Grané Chávez, Aurea & Fortiana, Josep & Claramunt, M. Merce, 2006, "Implementing PLS for distance-based regression: computational issues," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws063514, May.
- Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006, "Convergences of prices and rates of inflation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 575, Feb.
- Andrew Ang & Geert Bekaert & Min Wei, 2006, "Do macro variables, asset markets, or surveys forecast inflation better?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2006-15.
- Anatoliy Belaygorod & Michael J. Dueker, 2007, "The price puzzle and indeterminacy in an estimated DSGE model," Working Papers, Federal Reserve Bank of St. Louis, number 2006-025, DOI: 10.20955/wp.2006.025.
- Tung Liu & Courtenay Cliff Stone, 2006, "Law and Statistical Disorder: Statistical Hypothesis Test Procedures And the Criminal Trial Analogy," Working Papers, Ball State University, Department of Economics, number 200601, Mar, revised May 2007.
- Carsten Kuchler & Martin Spieß, 2006, "The Data Quality Concept of Accuracy in the Context of Public Use Data Sets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 586.
- E Bataa & D R Osborn & D H Kim, 2006, "A Further Examination of the Expectations Hypothesis for the Term Structure," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 72.
- Mikael Bask & Tung Liu & Anna Widerberg, 2006, "The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent," Working Papers, Ball State University, Department of Economics, number 200603, Apr, revised Apr 2006.
- Item repec:hal:papers:halshs-00070887_v1 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200630 is not listed on IDEAS anymore
- Angela Birk, 2006, "Method to Find the VARs Easily," Departmental Working Papers, Department of Economics, Louisiana State University, number 2006-11, Oct.