Report NEP-ECM-2005-04-03

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:

• Claude Lopez, 2005. "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series 2005-01, University of Cincinnati, Department of Economics, revised 2007.
• Albacete, Rebeca, 2005. "Forecasting inflation in the euro area using monthly time series models and quarterly econometric models," DES - Working Papers. Statistics and Econometrics. WS ws050401, Universidad Carlos III de Madrid. Departamento de Estadística.
• Donald W.K. Andrews & Vadim Marmer, 2005. "Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments," Cowles Foundation Discussion Papers 1501, Cowles Foundation for Research in Economics, Yale University.
• Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005. "Estimating the stochastic discount factor without a utility function," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 583, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
• Teräsvirta, Timo, 2005. "Univariate nonlinear time series models," SSE/EFI Working Paper Series in Economics and Finance 593, Stockholm School of Economics.
• Erlandsson, Ulf, 2005. "Transition Variables in the Markov-switching Model: Some Small Sample Properties," Working Papers 2005:25, Lund University, Department of Economics.
• Denny Meyer & Rob J. Hyndman, 2005. "Rating Forecasts for Television Programs," Monash Econometrics and Business Statistics Working Papers 1/05, Monash University, Department of Econometrics and Business Statistics.
• Ye Cai & Mototsugu Shintani, 2005. "On the Long-Run Variance Ratio Test for a Unit Root," Vanderbilt University Department of Economics Working Papers 0506, Vanderbilt University Department of Economics.
• Jinyong Hahn & Hyungsik Roger Moon, 2004. "Reducing Bias of MLE in a Dynamic Panel Model," IEPR Working Papers 04.5, Institute of Economic Policy Research (IEPR).
• Don J Webber & Paul White, 2005. "Convergence towards a Steady State Distribution," Working Papers 0502, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.