Report NEP-ECM-2005-01-09

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:

• Galeano, Pedro, 2004. "Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process," DES - Working Papers. Statistics and Econometrics. WS ws046816, Universidad Carlos III de Madrid. Departamento de Estadística.
• Gary M. Koop & Simon M. Potter, 2004. "Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points," Discussion Papers in Economics 04/31, Division of Economics, School of Business, University of Leicester.
• Denis Larocque & Michel Normandin, 2004. "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche 0434, CIRPEE.
• Gultekin Isiklar, 2005. "Structural VAR identification in asset markets using short-run market inefficiencies," Econometrics 0501001, University Library of Munich, Germany, revised 02 Jan 2005.
• Ethan Cohen-Cole, 2005. "Resolving the Identification Problem in Linear Social Interactions Models: Modeling with Between-Group Spillovers," Others 0501001, University Library of Munich, Germany.
• Xiaohong Chen & Yanqin Fan, 2004. "A Model Selection Test for Bivariate Failure-Time Data," Vanderbilt University Department of Economics Working Papers 0421, Vanderbilt University Department of Economics, revised Oct 2004.
• Item repec:kas:wpaper:57/04 is not listed on IDEAS anymore