Printed from https://ideas.repec.org/n/nep-ecm/2008-01-12.html
Report NEP-ECM-2008-01-12
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:
- Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3254, Dec.
- Keiko Yamaguchi, 2008, "Testing for the presence of noise in long memory processes [in Japanese]," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-230, Jan.
- Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Comparison of time series with unequal length," MPRA Paper, University Library of Munich, Germany, number 6605, Dec.
- Item repec:hum:wpaper:sfb649dp2008-007 is not listed on IDEAS anymore
- Item repec:pra:mprapa:6637 is not listed on IDEAS anymore
- Valle e Azevedo, João, 2007, "Exact Limit of the Expected Periodogram in the Unit-Root Case," MPRA Paper, University Library of Munich, Germany, number 6553, Sep.
- Item repec:hum:wpaper:sfb649dp2008-006 is not listed on IDEAS anymore
- Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008, "Do we need time series econometrics?," MPRA Paper, University Library of Munich, Germany, number 6627, Jan.
- Item repec:hum:wpaper:sfb649dp2008-003 is not listed on IDEAS anymore
- Item repec:hal:papers:hal-00201347_v2 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2008-004 is not listed on IDEAS anymore
- Jose Luis Moraga-Gonzalez & Zsolt Sandor & Matthijs R. Wildenbeest, 2007, "Semi-Nonparametric Estimation of Consumer Search Costs," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2007-20, Dec, revised Jun 2010.
- Valle e Azevedo, João, 2008, "A Multivariate Band-Pass Filter," MPRA Paper, University Library of Munich, Germany, number 6555, Jan.
- Valle e Azevedo, João, 2007, "Interpretation of the Effects of Filtering Integrated Time Series," MPRA Paper, University Library of Munich, Germany, number 6574, Sep.
- Kourtellos, A. & Tan, C.M. & Stengos, T., 2008, "THRET: Threshold Regression with Endogenous Threshold Variables," Working Papers, University of Guelph, Department of Economics and Finance, number 0801.
- José M. R. Murteira & Óscar D. Lourenço, 2007, "Health Care Utilization and Self-Assessed Health Specification of Bivariate Models Using Copulas," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/27, Dec.
- Caiado, Jorge & Crato, Nuno, 2007, "Identifying common spectral and asymmetric features in stock returns," MPRA Paper, University Library of Munich, Germany, number 6607, Dec.
- Bruno, Randolph Luca & Stampini, Marco, 2007, "Joining Panel Data with Cross-Sections for Efficiency Gains: An Application to a Consumption Equation for Nicaragua," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3231, Dec.
- Caiado, Jorge & Crato, Nuno, 2008, "Identifying the evolution of stock markets stochastic structure after the euro," MPRA Paper, University Library of Munich, Germany, number 6609, Jan.
- Ivano Azzini & Riccardo Girardi & Marco Ratto, 2007, "Parallelization of Matlab codes under Windows platform for Bayesian estimation: A Dynare application," Working Papers, Euro-area Economy Modelling Centre, number 1.