Report NEP-ECM-2006-05-27

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:

• Item repec:dgr:kubcen:200645 is not listed on IDEAS anymore

• Lorenzo Cappellari & Stephen P. Jenkins, 2006. "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," Discussion Papers of DIW Berlin 584, DIW Berlin, German Institute for Economic Research.
• Giordani, Paolo & Kohn, Robert, 2006. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series 196, Sveriges Riksbank (Central Bank of Sweden).
• Azhong Ye & Rob J Hyndman & Zinai Li, 2006. "Local Linear Multivariate Regression with Variable Bandwidth in the Presence of Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers 8/06, Monash University, Department of Econometrics and Business Statistics.
• Giorgio Vittadini & Simona Caterina Minotti & Marco Fattore & Pietro Giorgio Lovaglio, 2005. "On the Relationships among Latent Variables and Residuals in PLS Path Modeling: the Formative-Reflective Scheme," Working Papers 20061101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Oct 2006.
• Item repec:dgr:kubcen:200644 is not listed on IDEAS anymore

• Alfonso Miranda & Sophia Rabe-Hesketh, 2005. "Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables," Keele Economics Research Papers KERP 2005/14, Centre for Economic Research, Keele University.
• Matteo Pelagatti & Stefania Rondena, 2004. "Dynamic Conditional Correlation with Elliptical Distributions," Working Papers 20060508, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2006.
• Riccardo LUCCHETTI & Giulio PALOMBA, 2006. "Forecasting US bond yields at weekly frequency," Working Papers 261, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Minfeng Deng, 2006. "An Anisotropic Model For Spatial Processes," Monash Econometrics and Business Statistics Working Papers 7/06, Monash University, Department of Econometrics and Business Statistics.
• Boj, Eva & Grané, Aurea & Fortiana, Josep & Claramunt, M. Merce, 2006. "Implementing PLS for distance-based regression: computational issues," DES - Working Papers. Statistics and Econometrics. WS ws063514, Universidad Carlos III de Madrid. Departamento de Estadística.
• Fabio Busetti & Silvia Fabiani & Andrew Harvey, 2006. "Convergences of prices and rates of inflation," Temi di discussione (Economic working papers) 575, Bank of Italy, Economic Research and International Relations Area.
• Andrew Ang & Geert Bekaert & Min Wei, 2006. "Do macro variables, asset markets, or surveys forecast inflation better?," Finance and Economics Discussion Series 2006-15, Board of Governors of the Federal Reserve System (U.S.).
• Anatoliy Belaygorod & Michael J. Dueker, 2007. "The price puzzle and indeterminacy in an estimated DSGE model," Working Papers 2006-025, Federal Reserve Bank of St. Louis.
• Tung Liu & Courtenay Cliff Stone, 2006. "Law and Statistical Disorder: Statistical Hypothesis Test Procedures And the Criminal Trial Analogy," Working Papers 200601, Ball State University, Department of Economics, revised May 2007.
• Carsten Kuchler & Martin Spieß, 2006. "The Data Quality Concept of Accuracy in the Context of Public Use Data Sets," Discussion Papers of DIW Berlin 586, DIW Berlin, German Institute for Economic Research.
• E Bataa & D R Osborn & D H Kim, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," Centre for Growth and Business Cycle Research Discussion Paper Series 72, Economics, The University of Manchester.
• Mikael Bask & Tung Liu & Anna Widerberg, 2006. "The Stability of Electricity Prices: Estimation and Inference of the Lyapunov Exponent," Working Papers 200603, Ball State University, Department of Economics, revised Apr 2006.
• Item repec:hal:papers:halshs-00070887_v1 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200630 is not listed on IDEAS anymore

• Angela Birk, 2006. "Method to Find the VARs Easily," Departmental Working Papers 2006-11, Department of Economics, Louisiana State University.