NEP-ECM-2005-11-05

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2005-11-05

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.

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Other reports in NEP-ECM

The following items were anounced in this report:

Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005. "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers 1538, Cowles Foundation, Yale University. [Downloadable!]
Ekrem Kilic, 2005. "A Nonparametric Way of Distribution Testing," Econometrics 0510006, EconWPA. [Downloadable!]
Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers 05-11, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
Ekrem Kilic, 2005. "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics 0510007, EconWPA. [Downloadable!]
Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2005. "Joint LM Test for Homoskedasticity in a One-Way error Component Model," Center for Policy Research Working Papers 72, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2005. "Edgeworth Expansions for Realized Volatility and Related Estimators," NBER Technical Working Papers 0319, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, EconWPA. [Downloadable!]
Jan Ondrich, 2005. "Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects," Center for Policy Research Working Papers 68, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
Myeong-Su Yun, 2005. "Normalized Equation and Decomposition Analysis: Computation and Inference," IZA Discussion Papers 1822, Institute for the Study of Labor (IZA). [Downloadable!]
Christopher Chambers & Takashi Hayashi, 2005. "Bayesian Consistent Prior Selection," NajEcon Working Paper Reviews 784828000000000529, www.najecon.org. [Downloadable!]
Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers 05-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]

This page was last updated on 2009-11-15.

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