Report NEP-ECM-2008-03-01

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:

• Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008. "Testing fractional order of long memory processes : a Monte Carlo study," Post-Print halshs-00259193, HAL.
• Item repec:cty:dpaper:0801 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2007-07 is not listed on IDEAS anymore

• Item repec:hal:papers:halshs-00259238_v1 is not listed on IDEAS anymore

• Item repec:cdl:ucsbec:09-07 is not listed on IDEAS anymore

• Item repec:cdl:ucsdec:2007-08 is not listed on IDEAS anymore

• Alex Costa & Albert Satorra & Eva Ventura, 2008. "On the performance of small-area estimators: Fixed vs. random area parameters," Economics Working Papers 1069, Department of Economics and Business, Universitat Pompeu Fabra.
• Jonsson, Robert, 2008. "When does Heckman’s two-step procedure for censored data work and when does it not?," Research Reports 2008:2, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
• Markus Haas & Stefan Mittnik, 2008. "Multivariate Regime–Switching GARCH with an Application to International Stock Markets," CFS Working Paper Series 2008/08, Center for Financial Studies.
• Item repec:dgr:kubcen:200824 is not listed on IDEAS anymore

• Hussain, S & Mohamed, M. A. & Holder, R. & Almasri, A. & Shukur, G, 2008. "Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies," Working Paper Series in Economics and Institutions of Innovation 114, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
• Abdou Kâ Diongue & Dominique Guegan, 2008. "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Post-Print halshs-00259225, HAL.
• Guisan, M.C., 2007. "Modelos econométricos dinámicos y desarrollo económico: Análisis del salario real, la productividad y el empleo en los países de la OCDE, 1965-2005," Economic Development 96, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics..