Report NEP-ECM-2006-09-11

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:

• Ao Yuan & Jan G. De Gooijer, 2006. "Semiparametric Regression with Kernel Error Model," Tinbergen Institute Discussion Papers 06-058/4, Tinbergen Institute.
• Elena Pesavento, 2006. "Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size," Economics Working Papers ECO2006/18, European University Institute.
• Manuel Arellano & Jinyong Hahn, 2005. "Understanding Bias in Nonlinear Panel Models: Some Recent Developments," Working Papers wp2005_0507, CEMFI.
• Meitz, Mika & Saikkonen, Pentti, 2006. "Stability of nonlinear AR-GARCH models," SSE/EFI Working Paper Series in Economics and Finance 632, Stockholm School of Economics.
• David Jacho-Chavez & Arthur Lewbel & Oliver Linton, 2006. "Identification and Nonparametric Estimation of a Transformed Additively Separable Model," Boston College Working Papers in Economics 652, Boston College Department of Economics, revised 26 Nov 2008.
• Item repec:dgr:uvatin:20060059 is not listed on IDEAS anymore

• Markku Lanne, 2006. "Forecasting Realized Volatility by Decomposition," Economics Working Papers ECO2006/20, European University Institute.
• Victor Bystrov, 2006. "Forecasting Emerging Market Indicators: Brazil and Russia," Economics Working Papers ECO2006/12, European University Institute.
• Jaap H. Abbring, 2006. "The Event-History Approach to Program Evaluation," Tinbergen Institute Discussion Papers 06-057/3, Tinbergen Institute, revised 29 Oct 2007.
• Fischer, Christoph & Porath, Daniel, 2006. "A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications," Discussion Paper Series 1: Economic Studies 2006,23, Deutsche Bundesbank.
• Hiroaki Chigira & Tsunemasa Shiba, 2006. "Bayesian Estimation of Unknown Heteroscedastic Variances," Hi-Stat Discussion Paper Series d06-185, Institute of Economic Research, Hitotsubashi University.
• Martin Spieß, 2005. "Derivation of Design Weights: The Case of the German Socio-Economic Panel (SOEP)," Data Documentation 8, DIW Berlin, German Institute for Economic Research.
• Arthur Lewbel, 2006. "Modeling Heterogeneity," Boston College Working Papers in Economics 650, Boston College Department of Economics.