Report NEP-ECM-2006-06-17This 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:
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers, Economics Group, Nuffield College, University of Oxford 2006-W03, Economics Group, Nuffield College, University of Oxford.
- Andrews, Martyn & Schank, Thorsten & Upward, Richard, 2004. "Practical estimation methods for linked employer-employee data," IAB Discussion Paper, Institut fÃ¼r Arbeitsmarkt- und Berufsforschung (IAB), NÃ¼rnberg [Institute for Employment Research, Nuremberg, Germany] 200403, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
- Pudney, Stephen, 2006. "The dynamics of perception: modelling subjective well-being in a short panel," ISER Working Paper Series 2006-27, Institute for Social and Economic Research.
- Jeffrey Czajkowski, 2006. "Identifying the True Willingness-To-Pay of Bayesian Respondents in a Dichotomous Choice Contingent Valuation Methodology," Working Papers, Florida International University, Department of Economics 0606, Florida International University, Department of Economics.
- Hultblad, Brigitta & Karlsson, Sune, 2006. "Bayesian simultaneous determination of structural breaks and lag lengths," Working Paper Series in Economics and Finance, Stockholm School of Economics 630, Stockholm School of Economics.
- T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2005. "Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions," RePAd Working Paper Series, DÃ©partement des sciences administratives, UQO lrsp-TRS426, Département des sciences administratives, UQO.
- Gregory Erin Givens & Michael K. Salemi, 2006. "Generalized Method of Moments and Inverse Control," Working Papers, Middle Tennessee State University, Department of Economics and Finance 200603, Middle Tennessee State University, Department of Economics and Finance.
- Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania 06-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Item repec:hal:papers:halshs-00078770_v1 is not listed on IDEAS anymore
- F. Alfonso Arellano Espinar, 2006. "Una Revisión Sobre Los Métodos De Estudio Y Evaluación En Las Políticas Activas De Empleo," Working Papers. Serie EC, Instituto Valenciano de Investigaciones EconÃ³micas, S.A. (Ivie) 2006-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).