Report NEP-ECM-2004-11-07

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:

• George Kapetanios, 2004. "A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units," Working Papers 523, Queen Mary University of London, School of Economics and Finance.
• Lu Tian & Tianxi Cai, 2004. "On the Accelerated Failure Time Model for Current Status and Interval Censored Data," Harvard University Biostatistics Working Paper Series 1014, Berkeley Electronic Press.
• Karlyn Mitchell & Douglas K. Pearce, 2004. "Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists," Working Paper Series 004, North Carolina State University, Department of Economics.
• Yi Li & Jin Feng, 2004. "A Nonparametric Comparison of Conditional Distributions with Nonnegligible Cure Fractions," Harvard University Biostatistics Working Paper Series 1009, Berkeley Electronic Press.
• Lu Tian & David Zucker & L. J. Wei, 2004. "On the Cox Model with Time-Varying Regression Coefficients," Harvard University Biostatistics Working Paper Series 1004, Berkeley Electronic Press.
• Yuhyun Park & Lu Tian & L. J. Wei, 2004. "One- and Two-Sample Nonparametric Inference Procedures in the Presence of Dependent Censoring," Harvard University Biostatistics Working Paper Series 1012, Berkeley Electronic Press.
• E. Andres Houseman & Brent Coull & James Shine, 2004. "A Nonstationary Negative Binomial Time Series with Time-Dependent Covariates: Enterococcus Counts in Boston Harbor," Harvard University Biostatistics Working Paper Series 1017, Berkeley Electronic Press.
• Lu Tian & Jun Liu & Mary Zhao & L. J. Wei, 2004. "Statistical Inferences Based On Non-Smooth Estimating Functions," Harvard University Biostatistics Working Paper Series 1005, Berkeley Electronic Press.
• George Kapetanios, 2004. "A New Method for Determining the Number of Factors in Factor Models with Large Datasets," Working Papers 525, Queen Mary University of London, School of Economics and Finance.
• Klaus Abberger, 2004. "Nonparametric Regression and the Detection of Turning Points in the Ifo Business Climate," CESifo Working Paper Series 1283, CESifo.
• George Kapetanios & Tony Yates, 2004. "Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models," Working Papers 520, Queen Mary University of London, School of Economics and Finance.
• Richard Harrison & George Kapetanios & Tony Yates, 2004. "Forecasting with Measurement Errors in Dynamic Models," Working Papers 521, Queen Mary University of London, School of Economics and Finance.
• D. S. Poskitt, 2004. "On The Identification and Estimation of Partially Nonstationary ARMAX Systems," Monash Econometrics and Business Statistics Working Papers 20/04, Monash University, Department of Econometrics and Business Statistics.
• E. Andres Houseman, 2004. "A Robust Regression Model for a First-Order Autoregressive Time Series with Unequal Spacing: Technical Report," Harvard University Biostatistics Working Paper Series 1016, Berkeley Electronic Press.
• Item repec:dgr:kubcen:200491 is not listed on IDEAS anymore

• Georgios Chortareas & George Kapetanios, 2004. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP," Working Papers 522, Queen Mary University of London, School of Economics and Finance.
• Lu Tian & Wei Wang & L. J. Wei, 2004. "Estimating Predictors for Long- Or Short-Term Survivors," Harvard University Biostatistics Working Paper Series 1008, Berkeley Electronic Press.
• D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics.
• George Kapetanios, 2004. "On Testing for Diagonality of Large Dimensional Covariance Matrices," Working Papers 526, Queen Mary University of London, School of Economics and Finance.
• Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Long-Run Regressions: Theory and Application to US Asset Markets," Finance 0410018, University Library of Munich, Germany.
• Xiaochun Li & Ronghui Xu, 2004. "Empirical and Kernel Estimation of Covariate Distribution Conditional on Survival Time," Harvard University Biostatistics Working Paper Series 1011, Berkeley Electronic Press.
• Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, University Library of Munich, Germany.
• E. Andres Houseman & Louise Ryan & Brent Coull, 2004. "Cholesky Residuals for Assessing Normal Errors in a Linear Model with Correlated Outcomes: Technical Report," Harvard University Biostatistics Working Paper Series 1019, Berkeley Electronic Press.
• Item repec:dgr:kubcen:200485 is not listed on IDEAS anymore

• Hongyu Jiang & Jason Fine & Richard Chappell, 2004. "Semiparametric Methods for Semi-competing Risks Problem with Censoring and Truncation," Harvard University Biostatistics Working Paper Series 1015, Berkeley Electronic Press.
• Albacete, Rebeca, 2004. "Considerations on economic forecasting: method developed in the bulletin of EU and US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS ws045013, Universidad Carlos III de Madrid. Departamento de Estadística.
• Yi Li & Louise Ryan, 2004. "Survival Analysis with Heterogeneous Covariate Measurement Error," Harvard University Biostatistics Working Paper Series 1010, Berkeley Electronic Press.