Report NEP-ECM-2006-07-21
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:
- Pesaran, M. Hashem & Timmermann, Allan, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute of Labor Economics (IZA).
- Rob J Hyndman & Heather Booth, 2006. "Stochastic population forecasts using functional data models for mortality, fertility and migration," Monash Econometrics and Business Statistics Working Papers 14/06, Monash University, Department of Econometrics and Business Statistics.
- Peter Sandholt Jensen & Allan H. Würtz, 2006. "On determining the importance of a regressor with small and undersized samples," Economics Working Papers 2006-08, Department of Economics and Business Economics, Aarhus University.
- Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006. "Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach," Monash Econometrics and Business Statistics Working Papers 11/06, Monash University, Department of Econometrics and Business Statistics.
- Item repec:fiu:wpaper:0607 is not listed on IDEAS anymore
- Item repec:fiu:wpaper:0608 is not listed on IDEAS anymore
- D. S. Poskitt, 2006. "Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers 12/06, Monash University, Department of Econometrics and Business Statistics.
- Heather Booth & Rob J Hyndman & Leonie Tickle & Piet de Jong, 2006. "Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions," Monash Econometrics and Business Statistics Working Papers 13/06, Monash University, Department of Econometrics and Business Statistics.
- S. D. Grose & D. S. Poskitt, 2006. "The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers 15/06, Monash University, Department of Econometrics and Business Statistics.
- Konstantopoulos, Spyros, 2006. "Fixed and Mixed Effects Models in Meta-Analysis," IZA Discussion Papers 2198, Institute of Labor Economics (IZA).
- Youri N. Ivanov, 2006. "On Compilation of Long Term Series of GDP for the Former USSR Republics," Hi-Stat Discussion Paper Series d06-173, Institute of Economic Research, Hitotsubashi University.
- Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Forecasting Stock Price Changes: Is it Possible?," Working Papers 2006-22, FEDEA.
- Bjørnland, Hilde C. & Brubakk, Leif & Jore, Anne Sofie, 2006. "Forecasting inflation with an uncertain output gap," Memorandum 11/2006, Oslo University, Department of Economics.