Report NEP-ECM-2006-06-10This 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.
The following items were announced 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).
- Item repec:oxf:wpaper:264 is not listed on IDEAS anymore
- Cheng Hsiao, 2006. "Panel Data Analysis - Advantages and Challenges," IEPR Working Papers 06.49, Institute of Economic Policy Research (IEPR).
- 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.
- Luc, BAUWENS & Genaro, SUCARRAT, 2006. "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - DÃ©partement des Sciences Economiques) 2006013, Université catholique de Louvain, Département des Sciences Economiques.
- Ondrej Kamenik, 2005. "Solving SDGE Models: A New Algorithm for the Sylvester Equation," Working Papers 2005/10, Czech National Bank, Research Department.
- Tony Lancaster & Sung Jae Jun, 2006. "Baysian Quantile Regression," Working Papers 2006-05, Brown University, Department of Economics.
- Tony Lancaster, 2006. "A Note on Brootstraps and Robustness," Working Papers 2006-06, Brown University, Department of Economics.