Report NEP-ECM-2004-03-28

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:

• Corrado Crocetta & Nicola Loperfido, 2003. "On the exact sampling distribution of L-statistics," Quaderni DSEMS 06-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
• Rossi, Barbara & Pesavento, Elena, 2003. "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers 03-19, Duke University, Department of Economics.
• Oscar Jorda, 2004. "Model-Free Impulse Responses," Macroeconomics 0403016, University Library of Munich, Germany.
• Maus, S. & Peters, H.J.M. & Storcken, A.J.A., 2004. "Minimal manipulability: anonymity and surjectivity," Research Memorandum 007, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Boris Siliverstovs & Tom Engsted & Niels Haldrup, "undated". "Long-run forecasting in multicointegrated systems," Economics Working Papers 2002-15, Department of Economics and Business Economics, Aarhus University.
• Güell, Maia & Hu, Luojia, 2004. "Estimating the Probability of Leaving Unemployment Using Uncompleted Spells from Repeated Cross-Section Data," IZA Discussion Papers 1079, Institute of Labor Economics (IZA).
• Nielsen, Morten Oe., "undated". "Spectral Analysis of Fractionally Cointegrated Systems," Economics Working Papers 2002-12, Department of Economics and Business Economics, Aarhus University.
• Corrado Crocetta & Nicola Loperfido, 2003. "Sampling Distribution of the Gini Index from a Skew Normal," Quaderni DSEMS 07-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
• Nielsen, Morten Oe., "undated". "Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence," Economics Working Papers 2002-16, Department of Economics and Business Economics, Aarhus University.
• Thomas M. Fullerton Jr. & Carol T. West, 2004. "Regional Econometric Housing Start Forecast Accuracy in Florida," Urban/Regional 0403004, University Library of Munich, Germany.
• Corrado Crocetta & Nicola Loperfido, 2003. "Correlations Without Moments," Quaderni DSEMS 05-2003, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
• Anna Christina D'Addio & Bo E. Honoré, "undated". "Duration Dependence and Timevarying Variables in Discrete Time Duration Models," Economics Working Papers 2002-13, Department of Economics and Business Economics, Aarhus University.
• Nielsen, Morten Oe., "undated". "Semiparametric Estimation in Time Series Regression with Long Range Dependence," Economics Working Papers 2002-17, Department of Economics and Business Economics, Aarhus University.
• Nielsen, Morten Oe., "undated". "Multivariate Lagrange Multiplier Tests for Fractional Integration," Economics Working Papers 2002-18, Department of Economics and Business Economics, Aarhus University.