Report NEP-ECM-2006-03-25

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, or Bluesky.

Other reports in NEP-ECM

The following items were announced in this report:

• Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006. "Multivariate mixed normal conditional heteroskedasticity," Discussion Papers (ECON - Département des Sciences Economiques) 2006007, Université catholique de Louvain, Département des Sciences Economiques.
• Item repec:una:unccee:wpwp0206 is not listed on IDEAS anymore

• Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006. "Regime switching GARCH models," Discussion Papers (ECON - Département des Sciences Economiques) 2006006, Université catholique de Louvain, Département des Sciences Economiques.
• Banerjee, Anindya & Carrion-i-Silvestre, Josep Lluís, 2006. "Cointegration in panel data with breaks and cross-section dependence," Working Paper Series 0591, European Central Bank.
• Schlicht, Ekkehart & Ludsteck, Johannes, 2006. "Variance Estimation in a Random Coefficients Model," IZA Discussion Papers 2031, Institute of Labor Economics (IZA).
• Crépon, Bruno, 2006. "Testing Exclusion Restrictions at Infinity in the Semiparametric Selection Model," IZA Discussion Papers 2035, Institute of Labor Economics (IZA).
• Luc, Bauwens & J.V.K., ROMBOUTS, 2005. "Bayesian inference for the mixed conditional heteroskedasticity model," Discussion Papers (ECON - Département des Sciences Economiques) 2005058, Université catholique de Louvain, Département des Sciences Economiques.
• Thomas Brenner & Claudia Werker, 2006. "A Practical Guide to Inference in Simulation Models," Papers on Economics and Evolution 2006-02, Philipps University Marburg, Department of Geography.
• Susan Athey & Philip A. Haile, 2006. "Empirical Models of Auctions," Cowles Foundation Discussion Papers 1562, Cowles Foundation for Research in Economics, Yale University.
• Pesavento, Elena & Rossi, Barbara, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Working Papers 06-03, Duke University, Department of Economics.
• John Creedy & Guyonne Kalb & Hsein Kew, 2005. "Confidence Intervals for Policy Reforms in Behavioural Tax Microsimulation Modelling," Department of Economics - Working Papers Series 936, The University of Melbourne.
• Martin Spieß, 2006. "On the Returns to Occupational Qualification in Terms of Subjective and Objective Variables: A GEE-type Approach to the Estimation of Two-Equation Panel Models," Discussion Papers of DIW Berlin 564, DIW Berlin, German Institute for Economic Research.
• Michael C. Lovell, 2005. "A Simple Proof of the FWL (Frisch-Waugh-Lovell) Theorem," Wesleyan Economics Working Papers 2005-012, Wesleyan University, Department of Economics, revised Jan 2007.