------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Papers received as of Fri Jul 1 00:01:12 CDT 2005. (To retrieve abstracts without full papers, use e.g. get 0507001.abs ) get 9404003 95011002.abs 9303001 , e.g., returns multiple papers. ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507001 From: mdalkir@ku.edu Date: Thu, 7 Jul 2005 15:58:38 -0500 ( 0kb + 120kb ) Date (revised): Thu, 7 Jul 2005 16:18:42 -0500 Title: A NEW METHOD FOR ESTIMATING THE ORDER OF INTEGRATION OF FRACTIONALLY INTEGRATED PROCESSES USING BISPECTRA Author: Mehmet Dalkir (University of Kansas) Contact: mdalkir@ku.edu Comments: Type of Document - pdf; pages: 9 Keywords: Bispectrum, frequency domain, estimation, long memory JEL: EWPA-references: Report-no: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507002 From: Fachin@wueconb.wustl.edu Date: Fri, 8 Jul 2005 02:58:19 -0500 ( 0kb + 476kb ) Title: Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units Author: Stefano Fachin (University of Rome 'La Sapienza') Contact: s.fachin@caspur.it Comments: Type of Document - pdf; pages: 49. 49 pages, PDF Keywords: Migrations, Panel Cointegration, Continuous-Path Block Bootstrap,Italy. JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507003 From: Trevor.Breusch@anu.edu.au Date: Tue, 12 Jul 2005 19:13:53 -0500 ( 0kb + 159kb ) Date (revised): Mon, 25 Jul 2005 05:43:04 -0500 Title: Estimating the Underground Economy using MIMIC Models Author: Trevor Breusch Contact: Trevor.Breusch@anu.edu.au Comments: Type of Document - pdf; pages: 36 Keywords: underground economy, MIMIC, structural modelling, LISRELŪ software JEL: C22 C51 E26 H26 EWPA-references: Report-no: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507004 From: giovanni.giorgi@uniroma1.it Date: Wed, 13 Jul 2005 05:31:38 -0500 ( 0kb + 482kb ) Title: A look at the Bonferroni inequality measure in a reliability framework Author: Giovanni Maria Giorgi (Department of Statistics & Probability, University of Roma 'La Sapienza') and Michele Crescenzi (Department of Statistics & Probability, University of Roma 'La Sapienza') Contact: giovanni.giorgi@uniroma1.it Comments: Type of Document - pdf; pages: 13 Keywords: Bonferroni Index, Inequality Measure, Reliability JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507005 From: giovanni.giorgi@uniroma1.it Date: Wed, 13 Jul 2005 05:36:11 -0500 ( 0kb + 461kb ) Title: About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data Author: Giovanni Maria Giorgi (Statistical Institute, University of Siena, Italy) and Andrea Pallini (Statistical Institute, University of Siena, Italy) Contact: giovanni.giorgi@uniroma1.it Comments: Type of Document - pdf; pages: 14 Keywords: Gini index, lower and upper bound, grouped data JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507006 From: giovanni.giorgi@uniroma1.it Date: Wed, 13 Jul 2005 05:38:56 -0500 ( 0kb + 348kb ) Title: Distribution-free estimation of the Gini inequality index: the kernel method approach Author: Pier Luigi Conti (Department of Statistics & Probability, University of Rome 'La Sapienza') and Giovanni Maria Giorgi (Department of Statistics & Probability, University of Rome 'La Sapienza') Contact: giovanni.giorgi@uniroma1.it Comments: Type of Document - pdf; pages: 10 Keywords: Gini index, kernel method, non-parametric methods JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507007 From: giovanni.giorgi@uniroma1.it Date: Wed, 13 Jul 2005 05:42:09 -0500 ( 0kb + 282kb ) Title: Bayesian estimation of the Bonferroni index from a Pareto-type I population Author: Giovanni Maria Giorgi (Department of Statistics & Probability, University of Rome 'La Sapienza') and Michele Crescenzi (Department of Statistics & Probability, University of Rome 'La Sapienza') Contact: giovanni.giorgi@uniroma1.it Comments: Type of Document - pdf; pages: 8 Keywords: Bonferroni index, Bayes estimator, Pareto-type I distribution, truncated Erlag distribution, squared error loss function JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507008 From: giovanni.giorgi@uniroma1.it Date: Wed, 13 Jul 2005 05:44:35 -0500 ( 0kb + 208kb ) Title: Sampling distribution of the Bonferroni inequality index from exponential population Author: Giovanni Maria Giorgi (Department of Statistics & Probability, University of Rome 'La Sapienza') and Riccardo Mondani (Department of Statistics & Probability, University of Rome 'La Sapienza') Contact: giovanni.giorgi@uniroma1.it Comments: Type of Document - pdf; pages: 9 Keywords: Bonferroni inequality index, order statistics, exact sampling distribution, exponential distribution JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507009 From: giovanni.giorgi@uniroma1.it Date: Wed, 13 Jul 2005 05:47:15 -0500 ( 0kb + 1006kb ) Title: Encounter with the Italian Statistical School: A conversation with Carlo Benedetti Author: Giovanni Maria Giorgi (Department of Statistics & Probability, University of Rome 'La Sapienza') Contact: giovanni.giorgi@uniroma1.it Comments: Type of Document - pdf; pages: 21 Keywords: Scientific and human characteristics of Gini, Bonferroni, Georgescu-Roegen and Konus JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507010 From: giovanni.giorgi@uniroma1.it Date: Wed, 13 Jul 2005 05:49:56 -0500 ( 0kb + 472kb ) Title: A proposal of poverty measures based on the Bonferroni inequality index Author: Giovanni Maria Giorgi (Department of Statistics & Probability, University of Rome 'La Sapienza') and Michele Crescenzi (Department of Statistics & Probability, University of Rome 'La Sapienza') Contact: giovanni.giorgi@uniroma1.it Comments: Type of Document - pdf; pages: 14 Keywords: Bonferroni inequality index, Gini concentration ratio, Sen and Dagum poverty measures, Pigou-Dalton transfer principle JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507011 From: giovanni.giorgi@uniroma1.it Date: Wed, 13 Jul 2005 05:52:37 -0500 ( 0kb + 976kb ) Title: Regional Empirics for Economic Disparities in Italy: 1951-2001 Author: Giovanni Maria Giorgi (Department of Statistics & Probability, University of Rome 'La Sapienza') and Maria Grazia Pittau (Department of National Accounting & APS, University of Rome 'La Sapienza') and Roberto Zelli (Department of National Accounting & APS, University of Rome 'La Sapienza') Contact: giovanni.giorgi@uniroma1.it Comments: Type of Document - pdf; pages: 21 Keywords: Regional convergence, kernel estimation, mixture models, stochastic kernel JEL: EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507012 From: fengdai@public2.zz.ha.cn Date: Sun, 24 Jul 2005 22:39:51 -0500 ( 0kb + 336kb ) Title: Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging Author: Feng Dai (Zhengzhou Information Engineering University) and Hui Liu (Zhengzhou Information Engineering University) and Ying Wang (Zhengzhou Information Engineering University) Contact: fengdai@public2.zz.ha.cn Comments: Type of Document - pdf; pages: 15. There is the analysis for optimal hedging risk in this paper. Keywords: multivariate Partial Distribution; pricing assets; group assets; risk analysis; optimal hedging JEL: C500,G120,G110 EWPA-references: ewp-eco/050710.abs \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507013 From: zbragoudakis@bankofgreece.gr Date: Mon, 25 Jul 2005 05:28:22 -0500 ( 0kb + 130kb ) Title: Assessing Forecast Performance in a VEC Model: An Empirical Examination Author: Zacharias Bragoudakis (Bank of Greece) Contact: zbragoudakis@bankofgreece.GR Comments: Type of Document - doc; pages: 15 Keywords: Cointegration, Forecasting, Simulation Analysis, Vector error- correction models JEL: C15, C32, C53, E0, E6 EWPA-references: \\ ------------------------------------------------------------------------------ \\ Paper: ewp-em/0507014 From: p.kostov@qub.ac.uk Date: Tue, 26 Jul 2005 08:04:28 -0500 ( 0kb + 45kb ) Title: Seasonally specific model analysis of UK cereals prices Author: Philip Kostov (Queen's University Belfast) and John Lingard (University of Newcastle) Contact: p.kostov@qub.ac.uk Comments: Type of Document - pdf; pages: 10 Keywords: JEL: EWPA-references: \\