Report NEP-ECM-2006-06-03

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:

• Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006. "A Bias-Adjusted LM Test of Error Cross Section Independence," Cambridge Working Papers in Economics 0641, Faculty of Economics, University of Cambridge.
• Junji Shimada & Yoshihiko Tsukuda, 2004. "Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space," Econometric Society 2004 Far Eastern Meetings 611, Econometric Society.
• Byeongseon Seo, 2004. "Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models," Econometric Society 2004 Far Eastern Meetings 749, Econometric Society.
• Dirk Hoorelbeke, 2004. "Bootstrap correcting the score test," Econometric Society 2004 North American Summer Meetings 228, Econometric Society.
• Markus Frölich, 2006. "A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," University of St. Gallen Department of Economics working paper series 2006 2006-11, Department of Economics, University of St. Gallen.
• Hidehiko Ichimura & Sokbae Lee, 2006. "Characterization of the Asymptotic Distribution of Semiparametric M-Estimators," CIRJE F-Series CIRJE-F-426, CIRJE, Faculty of Economics, University of Tokyo.
• Item repec:fiu:wpaper:0604 is not listed on IDEAS anymore

• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers 2005s-05, CIRANO.
• Andrew Patton, 2006. "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series 175, Quantitative Finance Research Centre, University of Technology, Sydney.
• M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk, 2006. "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," CESifo Working Paper Series 1704, CESifo.
• López Pintado, Sara, 2006. "Depth-based inference for functional data," DES - Working Papers. Statistics and Econometrics. WS ws063113, Universidad Carlos III de Madrid. Departamento de Estadística.
• López Pintado, Sara, 2006. "On the concept of depth for functional data," DES - Working Papers. Statistics and Econometrics. WS ws063012, Universidad Carlos III de Madrid. Departamento de Estadística.
• Stephane Hess & Denis Bolduc & John Polak, 2005. "Random Covariance Heterogeneity in Discrete Choice Models," ERSA conference papers ersa05p375, European Regional Science Association.
• Martin Biewen, 2006. "Variance estimation for generalized entropy and Atkinson inequality indices: The complex survey data case," German Stata Users' Group Meetings 2006 04, Stata Users Group.
• Paul J. Devereux & Gautam Tripathi, 2005. "Optimally Combining Censored and Uncensored Datasets," Working papers 2005-10, University of Connecticut, Department of Economics, revised Oct 2007.
• Diron, Marie, 2006. "Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data," Working Paper Series 0622, European Central Bank.
• Cees Diks & Florian Wagener, 2006. "A Weak Bifurcation Theory for Discrete Time Stochastic Dynamical Systems," Tinbergen Institute Discussion Papers 06-043/1, Tinbergen Institute.
• Knoppik, Christoph, 2004. "The Kernel-Location Approach - A New Non-parametric Approach to the Analysis of Download Nominal Rigidity in Micro Data," University of Regensburg Working Papers in Business, Economics and Management Information Systems 392, University of Regensburg, Department of Economics.
• Steven B. Caudill & Peter A. Groothuis & John C. Whitehead, 2006. "Testing for Hypothetical Bias in Contingent Valuation Using a Latent Choice Multinomial Logit Model," Working Papers 06-09, Department of Economics, Appalachian State University.