Report NEP-ECM-2006-05-13

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:

• Westerlund, Joakim & Edgerton, David, 2006. "Simple Tests for Cointegration in Dependent Panels with Structural Breaks," Working Papers 2006:13, Lund University, Department of Economics, revised 28 Jan 2007.
• Cappellari, Lorenzo & Jenkins, Stephen P., 2006. "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," IZA Discussion Papers 2112, Institute of Labor Economics (IZA).
• Polzehl, Jörg & Spokoiny, Vladimir, 2006. "Varying coefficient GARCH versus local constant volatility modeling: Comparison of the predictive power," SFB 649 Discussion Papers 2006-033, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Milstein, Grigori N. & Schoenmakers, John G. M. & Spokoiny, Vladimir, 2006. "Forward and reverse representations for Markov chains," SFB 649 Discussion Papers 2006-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Blanchard, Gilles & Kawanabe, Motoaki & Sugiyama, Masashi & Spokoiny, Vladimir & Müller, Klaus-Robert, 2006. "In search of non-Gaussian components of a high-dimensional distribution," SFB 649 Discussion Papers 2006-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Item repec:hum:wpaper:sfb649dp2006-036 is not listed on IDEAS anymore

• Rodney W. Strachan, 2004. "On Priors on Cointegrating Spaces," Keele Economics Research Papers KERP 2004/06, Centre for Economic Research, Keele University.
• Item repec:ven:wpaper:20_06 is not listed on IDEAS anymore

• Uhlig, Harald, 2006. "Approximate solutions to dynamic models: Linear methods," SFB 649 Discussion Papers 2006-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Belomestny, Denis & Reiß, Markus, 2006. "Spectral calibration of exponential Lévy Models [2]," SFB 649 Discussion Papers 2006-035, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Siikamaki, Juha & Layton, David F., 2006. "Discrete Choice Survey Experiments: A Comparison Using Flexible Models," RFF Working Paper Series dp-05-60, Resources for the Future.
• Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University.