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Report NEP-ECM-2006-06-10
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 or RSS Other reports in NEP-ECM
The following items were anounced in this report:
Cheng Hsiao & Qi Li & Jeff Racine, 2006.
"A Consistent Model Specification Test with Mixed Discrete and Continuous Data IEPR Working Papers
06.47, Institute of Economic Policy Research (IEPR).
[Downloadable!] Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde, 2006.
"Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise Economics Series Working Papers
264, University of Oxford, Department of Economics.
[Downloadable!] Cheng Hsiao, 2006.
"Panel Data Analysis - Advantages and Challenges IEPR Working Papers
06.49, Institute of Economic Policy Research (IEPR).
[Downloadable!] Robert F. Engle & Jose Gonzalo Rangel, 2005.
"The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes Working Papers
2005/13, Czech National Bank, Research Department.
[Downloadable!] Luc, BAUWENS & Genaro, SUCARRAT, 2006.
"General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation Discussion Papers (ECON - Département des Sciences Economiques)
2006013, Université catholique de Louvain, Département des Sciences Economiques.
[Downloadable!] Ondrej Kamenik, 2005.
"Solving SDGE Models: A New Algorithm for the Sylvester Equation Working Papers
2005/10, Czech National Bank, Research Department.
[Downloadable!] Tony Lancaster & Sung Jae Jun, 2006.
"Baysian Quantile Regression Working Papers
2006-05, Brown University, Department of Economics.
[Downloadable!] Tony Lancaster, 2006.
"A Note on Brootstraps and Robustness Working Papers
2006-06, Brown University, Department of Economics.
[Downloadable!] This page was last updated on 2009-11-29.
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