------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Tue Feb 1 00:01:03 CST 2005. (To retrieve abstracts without full papers, use e.g. get 0502001.abs ) get 9404003 95011002.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502001 From: elfeige@wisc.edu Date: Thu, 3 Feb 2005 12:07:11 -0600 ( 0kb + 1656kb ) Title: PROTECTION OF PRIVACY THROUGH MICROAGGREGATION Author: Edgar L. Feige (University of Wisconsin-Madison) and Harold W. Watts (University of Wisconsin-Madison) Contact: elfeige@wisc.edu Comments: Type of Document - pdf; pages: 12 Keywords: Privacy,data protection, micro-aggregation, JEL: C43,C82,C88 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502002 From: sradchen@email.uncc.edu Date: Fri, 4 Feb 2005 14:22:20 -0600 ( 0kb + 185kb ) Title: The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend Author: Stanislav Radchenko (UNC at Charlotte) Contact: sradchen@email.uncc.edu Comments: Type of Document - pdf; pages: 29 Keywords: energy forecasting, oil price, coal price, natural gas price, shifting trends model, long term forecasting JEL: C53 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502003 From: rweron@im.pwr.wroc.pl Date: Mon, 7 Feb 2005 13:36:42 -0600 ( 0kb + 255kb ) Title: Market price of risk implied by Asian-style electricity options Author: Rafal Weron (Hugo Steinhaus Center) Contact: rweron@im.pwr.wroc.pl Comments: Type of Document - pdf; pages: 19 Keywords: Power market, Electricity price modeling, Asian option, Market price of risk, Derivatives pricing JEL: C51, G13, L94, Q40 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502004 From: rweron@im.pwr.wroc.pl Date: Mon, 7 Feb 2005 13:53:52 -0600 ( 0kb + 261kb ) Title: Modeling and forecasting electricity loads: A comparison Author: Rafal Weron (Hugo Steinhaus Center) and Adam Misiorek (Institute of Power Systems Automation) Contact: rweron@im.pwr.wroc.pl Comments: Type of Document - pdf; pages: 8. ”The European Electricity Market EEM-04”, Proceedings Volume, pp. 135-142 Keywords: Electricity, load forecasting, ARMA model, seasonal component JEL: C22, C53, L94, Q40 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502005 From: rweron@im.pwr.wroc.pl Date: Mon, 7 Feb 2005 14:05:48 -0600 ( 0kb + 127kb ) Title: Modeling electricity prices with regime switching models Author: Michael Bierbrauer (University of Karlsruhe) and Stefan Trueck (University of Karlsruhe) and Rafal Weron (Hugo Steinhaus Center) Contact: rweron@im.pwr.wroc.pl Comments: Type of Document - pdf; pages: 8. Appeared in: Lecture Notes in Computer Science 3039, pp. 859-867. Keywords: Power market, Electricity price modeling, Regime switching model JEL: C51, L94, Q40 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502006 From: rweron@im.pwr.wroc.pl Date: Mon, 7 Feb 2005 14:28:36 -0600 ( 0kb + 266kb ) Title: On detecting and modeling periodic correlation in financial data Author: Ewa Broszkiewicz-Suwaj (Wroclaw University of Technology) and Andrzej Makagon (Hampton University) and Rafal Weron (Hugo Steinhaus Center) and Agnieszka Wylomanska (Wroclaw University of Technology) Contact: rweron@im.pwr.wroc.pl Comments: Type of Document - pdf; pages: 12. Appeared in: Physica A 336 (2004) pp. 196-205 Keywords: periodic correlation, sample coherence, electricity price, periodic autoregression, vector autoregression JEL: C22, C32, L94, Q40 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502007 From: zbragoudakis@bankofgreece.gr Date: Wed, 9 Feb 2005 04:31:08 -0600 ( 0kb + 130kb ) Title: Assessing Forecast Performance in a VEC Model: An Empirical Examination Author: Bragoudakis Zacharias (Bank of Greece) Contact: zbragoudakis@bankofgreece.gr Comments: Type of Document - pdf; pages: 15 Keywords: Cointegration, Forecasting, Simulation Analysis, Vector error- correction models JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502008 From: kmundra@mail.sdsu.edu Date: Wed, 9 Feb 2005 14:49:07 -0600 ( 0kb + 525kb ) Title: Nonparametric Slope Estimators for Fixed-Effect Panel Data Author: Kusum Mundra (San Diego State University) Contact: kmundra@mail.sdsu.edu Comments: Type of Document - pdf; pages: 38 Keywords: Nonparametric, Fixed-effect, Kernel, Monte carlo JEL: C1, C14, C23, C15 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502009 From: Grinkevych@wueconb.wustl.edu Date: Tue, 15 Feb 2005 08:21:31 -0600 ( 0kb + 81kb ) Title: Grinkevych's Model of forecasting Author: Dmitry (Grinkevych) Contact: grinkevich@uksatse.ukrtel.net Comments: Type of Document - pdf; pages: 9. Original method, wich is used in UKSATSE for forecasting of figures of air traffic in Ukrainian FIR. Keywords: forecasting JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502010 From: c.milas@city.ac.uk Date: Fri, 18 Feb 2005 08:54:22 -0600 ( 0kb + 356kb ) Title: Multivariate STAR Unemployment Rate Forecasts Author: Costas Milas (City University) and Phil Rothman (East Carolina University) Contact: c.milas@city.ac.uk Comments: Type of Document - pdf Keywords: JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502011 From: eotranto@uniss.it Date: Fri, 18 Feb 2005 10:30:06 -0600 ( 0kb + 196kb ) Title: Extraction of Common Signal from Series with Different Frequency Author: Edoardo Otranto (DEIR-Università di Sassari) Contact: eotranto@uniss.it Comments: Type of Document - pdf; pages: 21. pdf file submitted via ftp Keywords: Business cycle; State-space; Time Series; Trend; Turning Points JEL: C320 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502012 From: rajagopal@itesm.mx Date: Sat, 19 Feb 2005 16:33:46 -0600 ( 0kb + 247kb ) Title: Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage Author: Rajagopal (Monterrey Institute of Technology & Higher Education, ITESM, Mexico City Campus, Mexico DF) Contact: rajagopal@itesm.mx Comments: Type of Document - pdf; pages: 21 Keywords: New product management, customer value measurement, market coverage, aggregate returns, market penetration, model construct and estimation, profitability JEL: B41, C13, C44, C51, D11, M21, M31 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502013 From: clos500@cs.com Date: Sat, 19 Feb 2005 19:12:17 -0600 ( 0kb + 258kb ) Title: Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification Author: Cornelis A. Los (Kent State University) Contact: clos500@cs.com Comments: Type of Document - pdf; pages: 16 Keywords: System identification, growth theory, production elasticities, projections, Complete Least Squares, noisy data JEL: B200, C200, C300, C510, C520, D240, D800 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502014 From: fujico_lee@yahoo.com Date: Mon, 21 Feb 2005 22:37:55 -0600 ( 0kb + 221kb ) Title: Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua Author: adela parra romero (cinara - universidad del valle) and viviana vargas franco (universidad nacional de colombia) and carlos castellar palma (universidad del valle) Contact: fujico_lee@yahoo.com Comments: Type of Document - pdf; pages: 9. aplicacion de valoracion contingente para evaluacion ex-ante de proyectos ambientales, aplicacion concreta a abastecimiento de agua Keywords: contingent valuation, willingness to pay, project benefits, environmental valuation, statistics JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502015 From: stuart.wattam@btinternet.com Date: Wed, 23 Feb 2005 12:39:16 -0600 ( 0kb + 0kb + 59kb + 59kb ) Title: A link between measures of Gross National Product, and measures of corruption Author: Mukti Diah Riani (Gadjha Mada University) and Stuart Wattam (MDR Associates) Contact: stuart.wattam@btinternet.com Comments: Type of Document - doc; pages: 10 Keywords: Corruption, Economic Performance, GNI JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502016 From: shmohammadi@gmail.com Date: Wed, 23 Feb 2005 12:44:01 -0600 ( 0kb + 312kb ) Date (revised): Wed, 2 Mar 2005 14:23:27 -0600 Title: Structural Changes in NICs: Some Evidences on Attractor Points Author: Hossein Abbasi-Nejad (University of Tehran) and Shapour Mohammadi (University of Tehran) Contact: shmohammadi@gmail.com Comments: Type of Document - pdf; pages: 25 Keywords: Attractors, Structural changes, Fixed Points, Multidimensional Kernel Density, Regression Analysis. JEL: C14, C62, O50, O29 EWPA-references: ewput/abbasi&moham Report-no: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0502017 From: vaguirre@bu.edu Date: Mon, 28 Feb 2005 10:59:32 -0600 ( 0kb + 335kb ) Title: A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria Author: Victor Aguirregabiria (Boston University) and Pedro Mira (CEMFI) Contact: vaguirre@bu.edu Comments: Type of Document - pdf; pages: 18 Keywords: Empirical games; Maximum likelihood estimation; Multiple equilibria; Genetic algorithms. JEL: C13, C35 EWPA-references: \\