Report NEP-ECM-2005-02-01
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-ECM
The following items were announced in this report:
- Sancetta, A., 2005. "Copula Based Monte Carlo Integration in Financial Problems," Cambridge Working Papers in Economics 0506, Faculty of Economics, University of Cambridge.
- Item repec:cdl:ucscec:1033 is not listed on IDEAS anymore
- de Luna, Xavier & Waernbaum, Ingeborg, 2005. "Covariate selection for non-parametric estimation of treatment effects," Working Paper Series 2005:4, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Westerlund, Joakim, 2005. "New Simple Tests for Panel Cointegration," Working Papers 2005:8, Lund University, Department of Economics.
- Westerlund, Joakim, 2005. "Pooled Unit Root Tests in Panels with a Common Factor," Working Papers 2005:9, Lund University, Department of Economics.
- Westerlund, Joakim, 2005. "Panel Cointegration Tests of the Fisher Hypothesis," Working Papers 2005:10, Lund University, Department of Economics.
- Westerlund, Joakim, 2005. "Testing for Error Correction in Panel Data," Working Papers 2005:11, Lund University, Department of Economics.
- Westerlund, Joakim, 2005. "Testing for Panel Cointegration with Multiple Structural Breaks," Working Papers 2005:12, Lund University, Department of Economics.
- Item repec:isu:genres:12234 is not listed on IDEAS anymore
- Martin D.D. Evans, 2005. "Where Are We Now? Real-Time Estimates of the Macro Economy," NBER Working Papers 11064, National Bureau of Economic Research, Inc.
- Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005. "Practical Volatility and Correlation Modeling for Financial Market Risk Management," NBER Working Papers 11069, National Bureau of Economic Research, Inc.
- Weijters,B. & Schillewaert, N. & Geuens, M., 2004. "Measurement bias due to response styles: a structural equation model assessing the effects of modes of data collection," Vlerick Leuven Gent Management School Working Paper Series 2004-20, Vlerick Leuven Gent Management School.
- CHERCHYE, Laurens & DE BORGER, Bruno & VAN PUYENBROECK, Tom, 2005. "Nonparametric tests of optimizing behavior in public service provision: Methodology and an application to local safety," Working Papers 2005002, University of Antwerp, Faculty of Business and Economics.
- Esmeralda Ramalho, 2004. "Covariate Measurement Error in Endogenous Stratified Samples," Economics Working Papers 2_2004, University of Évora, Department of Economics (Portugal).
- Esmeralda Ramalho, 2004. "Binary models with misclassification in the variable of interest," Economics Working Papers 3_2004, University of Évora, Department of Economics (Portugal).