Report NEP-ECM-2005-11-09

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:

• Chen Pu & Hsiao Chihying, 2005. "Subsampling Cointegration Ranks in Large Systems," Econometrics 0508010, University Library of Munich, Germany.
• Gabor Kezdi, 2005. "Robus Standard Error Estimation in Fixed-Effects Panel Models," Econometrics 0508018, University Library of Munich, Germany.
• Ching-Kang Ing & Ching-Zong Wei, 2005. "A maximal moment inequality for long range dependent time series with applications to estimation and model selection," Econometrics 0508009, University Library of Munich, Germany.
• Jim Griffin & Mark Steel, 2005. "Bayesian Stochastic Frontier Analysis Using WinBUGS," Econometrics 0509004, University Library of Munich, Germany.
• Bhaskara Rao, 2005. "Estimating Short and Long Run Relationships: A Guide to the Applied Economist," Econometrics 0508013, University Library of Munich, Germany.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, University Library of Munich, Germany.
• Pierangelo De Pace, 2005. "Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe," Econometrics 0509011, University Library of Munich, Germany, revised 14 Feb 2006.
• Paulo Guimaraes & Richard Lindrooth, 2005. "Dirichlet-Multinomial Regression," Econometrics 0509001, University Library of Munich, Germany.
• Marco Percoco, 2004. "A Statistical Model for the Identification of Key Sectors in I-O Models," ERSA conference papers ersa04p90, European Regional Science Association.
• Segismundo Izquierdo & Ces�reo Hern�ndez & Javier Pajares, 2005. "State Space Modelling of Cointegrated Systems using Subspace Algorithms," Econometrics 0509010, University Library of Munich, Germany, revised 07 Feb 2006.
• Oleg Korenok & Stanislav Radchenko, 2005. "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Econometrics 0508015, University Library of Munich, Germany.