Report NEP-ECM-2006-07-02This 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:
- Juan Carlos Escanciano & Carlos Velasco, . "Testing the Martingale Difference Hypothesis Using Integrated Regression Functions," Faculty Working Papers 06/06, School of Economics and Business Administration, University of Navarra.
- Javier Hualde & Carlos Velasco, . "Distribution-free Tests of Fractional Cointegration," Faculty Working Papers 08/06, School of Economics and Business Administration, University of Navarra.
- Alberto Abadie & Guido W. Imbens, 2006. "On the Failure of the Bootstrap for Matching Estimators," NBER Technical Working Papers 0325, National Bureau of Economic Research, Inc.
- Kleijnen, J.P.C., 2006. "White Noise Assumptions Revisited: Regression Models and Statistical Designs for Simulation Practice," Discussion Paper 2006-50, Tilburg University, Center for Economic Research.
- Javier Hualde & Peter Robinson, . "Semiparametric Estimation of Fractional Cointegration," Faculty Working Papers 07/06, School of Economics and Business Administration, University of Navarra.
- Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2006. "Bootstrapping pairs in Distance-Based Regression," Working Papers in Economics 154, Universitat de Barcelona. Espai de Recerca en Economia.
- James H. Stock & Mark W. Watson, 2006. "Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression," NBER Technical Working Papers 0323, National Bureau of Economic Research, Inc.
- Heiss, Florian, 2006. "Nonlinear State-Space Models for Microeconometric Panel Data," Discussion Papers in Economics 1157, University of Munich, Department of Economics.
- Manuel Gomez & Daniel Ventosa-Santaularia, 2007. "Inflation and breaks: the validity of the Dickey-Fuller test," Department of Economics and Finance Working Papers EM200601, Universidad de Guanajuato, Department of Economics and Finance.
- Item repec:dgr:uvatin:20060047 is not listed on IDEAS anymore
- Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," NBER Technical Working Papers 0324, National Bureau of Economic Research, Inc.
- Stephen Gordon & Michel Truchon, 2006. "Social Choice, Optimal Inference and Figure Skating," Cahiers de recherche 0624, CIRPEE.
- Michel Truchon & Stephen Gordon, 2006. "Statistical Comparison of Aggregation Rules for Votes," Cahiers de recherche 0625, CIRPEE.
- Michel Truchon, 2006. "Borda and the Maximum Likelihood Approach to Vote Aggregation," Cahiers de recherche 0623, CIRPEE.
- Roger Lord & Remmert Koekkoek & Dick van Dijk, 2006. "A Comparison of Biased Simulation Schemes for Stochastic Volatility Models," Tinbergen Institute Discussion Papers 06-046/4, Tinbergen Institute, revised 07 Jun 2007.
- Roberto Patuelli & Daniel A. Griffith & Michael Tiefelsdorf & Peter Nijkamp, 2006. "The Use of Spatial Filtering Techniques: The Spatial and Space-time Structure of German Unemployment Data," Tinbergen Institute Discussion Papers 06-049/3, Tinbergen Institute.
- Hernandez, Monica & Pudney, Stephen, 2006. "Measurement error in models of welfare participation," ISER Working Paper Series 2006-29, Institute for Social and Economic Research.
- René van den Brink & Robert P. Gilles, . "The Outflow Ranking Method for Weighted Directed Graphs," Tinbergen Institute Discussion Papers 06-044/1, Tinbergen Institute.