Report NEP-ECM-2005-11-05

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:

• Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005. "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers 1538, Cowles Foundation for Research in Economics, Yale University.
• Ekrem Kilic, 2005. "A Nonparametric Way of Distribution Testing," Econometrics 0510006, University Library of Munich, Germany.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers 05-11, Economics and Finance Section, School of Social Sciences, Brunel University.
• Ekrem Kilic, 2005. "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics 0510007, University Library of Munich, Germany.
• Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2005. "Joint LM Test for Homoskedasticity in a One-Way error Component Model," Center for Policy Research Working Papers 72, Center for Policy Research, Maxwell School, Syracuse University.
• Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2005. "Edgeworth Expansions for Realized Volatility and Related Estimators," NBER Technical Working Papers 0319, National Bureau of Economic Research, Inc.
• José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005. "Directional Log-spline Distributions," Econometrics 0511001, University Library of Munich, Germany.
• Jan Ondrich, 2005. "Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects," Center for Policy Research Working Papers 68, Center for Policy Research, Maxwell School, Syracuse University.
• Yun, Myeong-Su, 2005. "Normalized Equation and Decomposition Analysis: Computation and Inference," IZA Discussion Papers 1822, Institute of Labor Economics (IZA).
• Christopher Chambers & Takashi Hayashi, 2005. "Bayesian Consistent Prior Selection," NajEcon Working Paper Reviews 784828000000000529, www.najecon.org.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers 05-17, Economics and Finance Section, School of Social Sciences, Brunel University.