Report NEP-ECM-2006-07-02

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:

• Juan Carlos Escanciano & Carlos Velasco, 2006. "Testing the Martingale Difference Hypothesis Using Integrated Regression Functions," Faculty Working Papers 06/06, School of Economics and Business Administration, University of Navarra.
• Javier Hualde & Carlos Velasco, 2006. "Distribution-free Tests of Fractional Cointegration," Faculty Working Papers 08/06, School of Economics and Business Administration, University of Navarra.
• Alberto Abadie & Guido W. Imbens, 2006. "On the Failure of the Bootstrap for Matching Estimators," NBER Technical Working Papers 0325, National Bureau of Economic Research, Inc.
• Item repec:dgr:kubcen:200650 is not listed on IDEAS anymore

• Javier Hualde & Peter Robinson, 2006. "Semiparametric Estimation of Fractional Cointegration," Faculty Working Papers 07/06, School of Economics and Business Administration, University of Navarra.
• Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2006. "Bootstrapping pairs in Distance-Based Regression," Working Papers in Economics 154, Universitat de Barcelona. Espai de Recerca en Economia.
• James H. Stock & Mark W. Watson, 2006. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," NBER Technical Working Papers 0323, National Bureau of Economic Research, Inc.
• Heiss, Florian, 2006. "Nonlinear State-Space Models for Microeconometric Panel Data," Discussion Papers in Economics 1157, University of Munich, Department of Economics.
• Manuel Gomez & Daniel Ventosa-Santaularia, 2007. "Inflation and breaks: the validity of the Dickey-Fuller test," Department of Economics and Finance Working Papers EM200601, Universidad de Guanajuato, Department of Economics and Finance.
• Item repec:dgr:uvatin:20060047 is not listed on IDEAS anymore

• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
• Stephen Gordon & Michel Truchon, 2006. "Social Choice, Optimal Inference and Figure Skating," Cahiers de recherche 0624, CIRPEE.
• Michel Truchon & Stephen Gordon, 2006. "Statistical Comparison of Aggregation Rules for Votes," Cahiers de recherche 0625, CIRPEE.
• Michel Truchon, 2006. "Borda and the Maximum Likelihood Approach to Vote Aggregation," Cahiers de recherche 0623, CIRPEE.
• Roger Lord & Remmert Koekkoek & Dick van Dijk, 2006. "A Comparison of Biased Simulation Schemes for Stochastic Volatility Models," Tinbergen Institute Discussion Papers 06-046/4, Tinbergen Institute, revised 07 Jun 2007.
• Roberto Patuelli & Daniel A. Griffith & Michael Tiefelsdorf & Peter Nijkamp, 2006. "The Use of Spatial Filtering Techniques: The Spatial and Space-time Structure of German Unemployment Data," Tinbergen Institute Discussion Papers 06-049/3, Tinbergen Institute.
• Pudney, Stephen & Hernandez, Monica, 2006. "Measurement error in models of welfare participation," ISER Working Paper Series 2006-29, Institute for Social and Economic Research.
• Item repec:dgr:uvatin:20060044 is not listed on IDEAS anymore