Report NEP-ECM-2003-04-04

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 announced in this report:

• Item repec:dgr:eureir:2003315 is not listed on IDEAS anymore

• Viliam Druska & William C. Horrace, 2003. "Generalized Moments Estimation for Panel Data," NBER Technical Working Papers 0291, National Bureau of Economic Research, Inc.
• Item repec:yor:yorken:03/08 is not listed on IDEAS anymore

• Felix Chan & Michael McAleer, 2003. "On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models," CIRJE F-Series CIRJE-F-216, CIRJE, Faculty of Economics, University of Tokyo.
• Sancetta, A., 2003. "Nonparametric Estimation of Multivariate Distributions with Given Marginals," Cambridge Working Papers in Economics 0320, Faculty of Economics, University of Cambridge.
• Chen, Donna & Kreider, Brent & Merwin, Elizabeth & Stern, Steven, 2003. "Diagnosis Measurement Error and Corrected Instrumental Variables," Staff General Research Papers Archive 10231, Iowa State University, Department of Economics.
• Peter Verhoeven & Michael McAleer, 2003. "Fat Tails and Asymmetry in Financial Volatility Models," CIRJE F-Series CIRJE-F-211, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:dgr:eureir:2003317 is not listed on IDEAS anymore

• Heino Bohn Nielsen, 2003. "Cointegration Analysis in the Presence of Outliers," Discussion Papers 03-05, University of Copenhagen. Department of Economics.
• Zonglu He & Koichi Maekawa & Michael McAleer, 2003. "Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors," CIRJE F-Series CIRJE-F-215, CIRJE, Faculty of Economics, University of Tokyo.
• H. Peter Boswijk & Jurgen Doornik, 2003. "Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview," Economics Papers 2003-W10, Economics Group, Nuffield College, University of Oxford.
• Fabio H. Nieto & Luis Fernando Melo, 2001. "About a Coincidente Index for the State of the Economy," Borradores de Economia 194, Banco de la Republica de Colombia.