Report NEP-ECM-2006-05-20

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:

• Item repec:cep:stiecm:/2006/497 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2006/499 is not listed on IDEAS anymore

• Item repec:cam:camdae:0638 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2006/501 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2006/500 is not listed on IDEAS anymore

• Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers ECO2006/3, European University Institute.
• Frölich, Markus, 2006. "A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," IZA Discussion Papers 2126, Institute of Labor Economics (IZA).
• Sancetta, A., 2006. "Sample Covariance Shrinkage for High Dimensional Dependent Data," Cambridge Working Papers in Economics 0637, Faculty of Economics, University of Cambridge.
• Item repec:cep:stiecm:/2006/498 is not listed on IDEAS anymore

• Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction," LEM Papers Series 2006/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Dagsvik, John K., 2006. "Justifying Functional Forms in Models for Transitions between Discrete States, with Particular Reference to Employment-Unemployment Dynamics," Memorandum 06/2006, Oslo University, Department of Economics.
• Yves Atchade, 2006. "Resampling from the past to improve on MCMC algorithms," RePAd Working Paper Series LRSP-WP2, Département des sciences administratives, UQO.
• John Mullahy, 2006. "Econometric Risk Adjustment, Endogeneity, and Extrapolation Bias," NBER Working Papers 12236, National Bureau of Economic Research, Inc.
• Li-Chun Zhang, 2006. "On some common practices of systematic sampling," Discussion Papers 456, Statistics Norway, Research Department.
• Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne.
• Item repec:hal:papers:halshs-00068384_v1 is not listed on IDEAS anymore

• Martin Spieß, 2006. "Estimation of a Two-Equation Panel Model with Mixed Continuous and Ordered Categorical Outcomes and Missing Data," Discussion Papers 010, Europa-Universität Flensburg, International Institute of Management.
• Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2006. "Bayesian Estimation of Demand Functions under Block Rate Pricing," CIRJE F-Series CIRJE-F-424, CIRJE, Faculty of Economics, University of Tokyo.