Report NEP-ECM-2003-11-16

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:

• Carnero, María Ángeles, 2003. "Detecting level shifts in the presence of conditional heteroscedasticity," DES - Working Papers. Statistics and Econometrics. WS ws036313, Universidad Carlos III de Madrid. Departamento de Estadística.
• Santos, Manuel S. & Peralta Alva, Adrián, 2003. "Accuracy of simulations for stochastic dynamic models," UC3M Working papers. Economics we034615, Universidad Carlos III de Madrid. Departamento de Economía.
• Heather M. Anderson & Farshid Vahid, 2003. "Nonlinear Correlograms and Partial Autocorrelograms," Monash Econometrics and Business Statistics Working Papers 19/03, Monash University, Department of Econometrics and Business Statistics.
• Westerlund, Joakim, 2003. "A Panel CUSUM Test of the Null of Cointegration," Working Papers 2003:15, Lund University, Department of Economics.
• Mira Antonietta & Tenconi Paolo & Bressanini Dario, 2003. "Variance reduction in MCMC," Economics and Quantitative Methods qf0310, Department of Economics, University of Insubria.
• Item repec:cmf:wpaper:wp2003 is not listed on IDEAS anymore