Report NEP-ECM-2004-05-16

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:

• Antoni Bosch-Domènech & José Garcia Montalvo & Rosemarie Nagel & Albert Satorra, 2004. "Finite mixture analysis of beauty-contest data using generalised beta distributions," Economics Working Papers 737, Department of Economics and Business, Universitat Pompeu Fabra, revised May 2010.
• Michel Van de Velden & Tammo Bijmolt, 2003. "Generalized canonical correlation analysis of matrices with different row and column orders," Economics Working Papers 696, Department of Economics and Business, Universitat Pompeu Fabra.
• Anders Eriksson & Lars Forsberg & Eric Ghysels, 2004. "Approximating the Probability Distribution of Functions of Random Variables: A New Approach," CIRANO Working Papers 2004s-21, CIRANO.
• Olivier Ledoit & Michael Wolf, 2003. "Honey, I shrunk the sample covariance matrix," Economics Working Papers 691, Department of Economics and Business, Universitat Pompeu Fabra.
• Joseph Romano & Michael Wolf, 2003. "Exact and approximate stepdown methods for multiple hypothesis testing," Economics Working Papers 727, Department of Economics and Business, Universitat Pompeu Fabra.
• Elena Andreou & Eric Ghysels, 2004. "The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests," CIRANO Working Papers 2004s-25, CIRANO.
• Àlex Costa & Albert Satorra & Eva Ventura, 2003. "An empirical evaluation of small area estimators," Economics Working Papers 674, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2003.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper 2004-3, Federal Reserve Bank of Atlanta.
• James Morley & Jeremy M. Piger, 2005. "A steady-state approach to trend/cycle decomposition of regime-switching processes," Working Papers 2004-006, Federal Reserve Bank of St. Louis.
• Item repec:dgr:kubcen:200438 is not listed on IDEAS anymore

• Joseph P. Romano & Michael Wolf, 2003. "Stepwise multiple testing as formalized data snooping," Economics Working Papers 712, Department of Economics and Business, Universitat Pompeu Fabra.
• Markku Lanne, 2004. "Nonlinear dynamics of interest rate and inflation," Macroeconomics 0405014, University Library of Munich, Germany.
• Maia Güell & Luojia Hu, 2003. "Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data," Economics Working Papers 688, Department of Economics and Business, Universitat Pompeu Fabra.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," CIRANO Working Papers 2004s-19, CIRANO.
• Elena Andreou & Eric Ghysels, 2004. "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers 2004s-26, CIRANO.
• Item repec:dgr:kubcen:200439 is not listed on IDEAS anymore

• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004. "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," FRB Atlanta Working Paper 2004-1, Federal Reserve Bank of Atlanta.
• Item repec:dgr:kubcen:200440 is not listed on IDEAS anymore

• Àlex Costa & Albert Satorra & Eva Ventura, 2003. "Using composite estimators to improve both domain and total area estimation," Economics Working Papers 731, Department of Economics and Business, Universitat Pompeu Fabra.
• Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies 637, Umeå University, Department of Economics.
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers 2004s-20, CIRANO.
• Mogens Fosgerau & Thomas Bue Bjørner, 2004. "Joint models for noise annoyance and WTP for road noise reduction," Others 0405001, University Library of Munich, Germany.
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2004. "Forecasting Macroeconomic Variables for the Acceding Countries," Working Papers 260, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.