Report NEP-ECM-2004-04-18

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:

• Mr. Gene L. Leon & Serineh Najarian, 2003. "Time-Varying Thresholds: An Application to Purchasing Power Parity," IMF Working Papers 2003/181, International Monetary Fund.
• Item repec:imf:imfwpa:03131 is not listed on IDEAS anymore

• Mr. Andrew Berg & Rebecca N. Coke, 2004. "Autocorrelation-Corrected Standard Errors in Panel Probits: An Application to Currency Crisis Prediction," IMF Working Papers 2004/039, International Monetary Fund.
• Andrew Gelman & Iain Pardoe, 2004. "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," Econometrics 0404002, University Library of Munich, Germany.
• Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," Edinburgh School of Economics Discussion Paper Series 64, Edinburgh School of Economics, University of Edinburgh.
• Item repec:imf:imfwpa:03171 is not listed on IDEAS anymore

• Andrew Gelman, 2004. "Prior distributions for variance parameters in hierarchical models," Econometrics 0404001, University Library of Munich, Germany.
• Podesta, Federico, 2003. "Econometric solutions vs. substantive results: a crucial trade-off in the time-series-cross-section analysis," ISER Working Paper Series 2003-34, Institute for Social and Economic Research.
• Mr. Matteo Ciccarelli & Mr. Alessandro Rebucci, 2003. "Bayesian Vars: A Survey of the Recent Literature with An Application to the European Monetary System," IMF Working Papers 2003/102, International Monetary Fund.
• Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute of Labor Economics (IZA).