24 documents matched the search for the 2004-06-09 issue of the NEP report on Econometrics (nep-ecm), currently edited by Sune Karlsson.
Go to document
|
11121
On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates,
Paulo Rodrigues and Antonio Rubia,
from University Library of Munich, Germany
(2004)
Keywords: Unit root, interest rates, CKLS model.
Estimating Structural Breaks in the Volatility of Canadian Output Growth,
Yanjun Liu and Bing-Sun Wong,
from Department of Finance Canada
Breaking the panels. An application to the GDP per capita,
Josep Carrion-i-Silvestre, Tomás del Barrio Castro and Enrique Lopez-Bazo,
from Universitat de Barcelona. Espai de Recerca en Economia
(2003)
Adaptive estimation of heteroskedastic error component model,
Badi Baltagi, Georges Bresson and Alain Pirotte,
from ERMES, University Paris 2
(2004)
Joint LM test for homoskedasticity in a one-way error component model,
Badi Baltagi, Georges Bresson and Alain Pirotte,
from ERMES, University Paris 2
(2004)
The Nonlinear Skeletons in the Closet,
William Barnett, Barry Jones, Milka Kirova, Travis Nesmith and Meenakshi Pasupathy,
from University Library of Munich, Germany
(2004)
Keywords: nonlinearity, curvature, regularity, cointegration, bispectrum, chaos, bifurcation
Time Reversibility of Stationary Regular Finite State Markov Chains,
William McCausland,
from Universite de Montreal, Departement de sciences economiques
(2004)
Keywords: Finite-state Markov chains, Time reversibility, Bayesian inference, Hidden Markov Models
Explicit Bounds for Approximation Rates for Boundary Crossing Probabilities for the Wiener Process,
K. Borovkov and Alexander Novikov,
from Quantitative Finance Research Centre, University of Technology, Sydney
(2004)
Keywords: wiener process, boundary crossing probabilities; barrier options
On Tail Distributions of Supremum and Quadratic Variation of Local Martingales,
R. Liptser and Alexander Novikov,
from Quantitative Finance Research Centre, University of Technology, Sydney
(2004)
The Impact of Sample Bias on Consumer Credit Scoring Performance and Profitability,
G. Verstraeten and Dirk Van den Poel,
from Ghent University, Faculty of Economics and Business Administration
(2004)
Keywords: consumer credit scoring; sample bias; reject inference.
A Bayesian Approach To Imposing Curvature On Distance Functions,
Timothy Coelli and Christopher O'Donnell,
from University of Queensland, School of Economics
(2003)
Semiparametric Estimation of Stochastic Frontiers A Bayesian Penalized Approach,
Gholamreza Hajargasht,
from University of Queensland, School of Economics
(2003)
Robustness of stationary tests under long-memory alternatives,
Luiz Lima and Zhijie Xiao,
from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
(2004)
On the statistical estimation of diffusion processes: a survey,
Rubens Cysne,
from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
(2004)
Testing unit root based on partially adaptive estimation,
Zhijie Xiao and Luiz Lima,
from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
(2004)
Central limit theorem for asymmetric kernel functionals,
Marcelo Fernandes and Paulo Monteiro,
from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
(2004)
A note on Chambers's 'long memory and aggregation in macroeconomic time series',
Leonardo Souza,
from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
(2003)
Nonparametric specification tests for conditional duration models,
Marcelo Fernandes and Joachim Grammig,
from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
(2003)
A family of autoregressive conditional duration models,
Marcelo Fernandes and Joachim Grammig,
from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
(2003)
Convex combinations of long memory estimates from different sampling rates,
Leonardo Souza, Jeremy Smith and Reinaldo Castro Souza,
from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
(2003)
Bounds for the probability distribution function of the linear ACD process,
Marcelo Fernandes,
from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
(2003)
Forecasting electricity demand using generalized long memory,
Lacir Jorge Soares and Leonardo Souza,
from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)
(2003)
A long run structural macroeconometric model of the UK,
Anthony Garratt, Kevin Lee, Mohammad Pesaran and Yongcheol Shin,
from Edinburgh School of Economics, University of Edinburgh
(2001)
Keywords: long-run structural VAR, a core UK model, macroeconomic modelling, monetary policy shock, oil price shock
On the Empirical Content of Quantal Response Models,
Philip Haile, Ali Hortacsu and Grigory Kosenok,
from UCLA Department of Economics
(2004)
|