Report NEP-ECM-2005-02-06

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:

• Javier Álvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
• Item repec:uba:hadfwe:trend-garch-bauer_2005-02 is not listed on IDEAS anymore

• Zuleyca Díaz Martínez & José Fernández Menéndez & María Jesús Segovia Vargas, 2004. "See5 Algorithm versus Discriminant Analysis. An Application to the Prediction of Insolvency in Spanish Non-life Insurance Companies," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 04-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
• Mototsugu Shintani, 2002. "A Nonparametric Measure of Convergence Toward Purchasing Power Parity," Vanderbilt University Department of Economics Working Papers 0219, Vanderbilt University Department of Economics, revised Jul 2004.
• Xiaohong Chen & Yanqin Fan, 2002. "Estimation of Copula-Based Semiparametric Time Series Models," Vanderbilt University Department of Economics Working Papers 0226, Vanderbilt University Department of Economics, revised Oct 2004.