Report NEP-ECM-2007-12-19

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:

• Herwartz, Helmut & Neumann, Michael H., 2007. "A robust bootstrap approach to the Hausman test in stationary panel data models," Economics Working Papers 2007-29, Christian-Albrechts-University of Kiel, Department of Economics.
• Laura Hospido, 2007. "Modelling heterogeneity and dynamics in the volatility of individual wages," Working Papers 0738, Banco de España.
• Yuriy Gorodnichenko, 2007. "Using Firm Optimization to Evaluate and Estimate Returns to Scale," NBER Working Papers 13666, National Bureau of Economic Research, Inc.
• Item repec:pra:mprapa:5427 is not listed on IDEAS anymore

• Ahoniemi, Katja & Lanne, Markku, 2007. "Joint Modeling of Call and Put Implied Volatility," MPRA Paper 6318, University Library of Munich, Germany.
• Belomestny, Denis & Matthew, Stanley & Schoenmakers, John G. M., 2007. "A stochastic volatility libor model and its robust calibration," SFB 649 Discussion Papers 2007-067, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Bock, David, 2007. "Evaluations of likelihood based surveillance of volatility," Research Reports 2007:9, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
• Åslund, Olof & Nordström Skans, Oskar, 2007. "How to Measure Segregation Conditional on the Distribution of Covariates," Working Paper Series 2007:27, Uppsala University, Department of Economics.