Report NEP-ECM-2006-10-07This 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:
- Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2006.
- H. Peter Boswijk & Roy van der Weide, 2006. "Wake me up before you GO-GARCH," Tinbergen Institute Discussion Papers 06-079/4, Tinbergen Institute, revised 21 Sep 2006.
- Curran, Declan & Funke, Michael, 2006. "Taking the temperature – forecasting GDP growth for mainland China," BOFIT Discussion Papers 6/2006, Bank of Finland, Institute for Economies in Transition.
- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series 1788, CESifo Group Munich.
- Yiannis Kamarianakis & Poulicos Prastacos, 2006. "Spatial Time-Series Modeling: A review of the proposed methodologies," Working Papers 0604, University of Crete, Department of Economics.
- Piero Quatto & Riccardo Borgoni, 2006. "The Uniformly Most Powerful Invariant Test for the Shoulder Condition in Point Transect Sampling," Working Papers 20060903, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Sep 2006.
- Yiannis Kamarianakis, 2006. "Hierarchical Bayesian Modeling For Spatial Time Series: An Alternative Approach To Spatial Sur," Working Papers 0605, University of Crete, Department of Economics.
- Badi H. Baltagi & Dong Li, 2006. "Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor," Center for Policy Research Working Papers 84, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Zijun Wang, 2006. "Testing for Cointegrating Rank via Model Selection: Evidence from 165 Data Sets," Center for Policy Research Working Papers 83, Center for Policy Research, Maxwell School, Syracuse University.
- Item repec:hep:macppr:0206 is not listed on IDEAS anymore
- Daniel Millimet & Rusty Tchernis, 2006. "On the Specification of Propensity Scores: with an Application to the WTO-Environment Debate," Caepr Working Papers 2006-013, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
- Tångdahl, Sara, 2006. "On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations," Working Papers 2006:5, Örebro University, School of Business.
- Item repec:dgr:eureri:30008950 is not listed on IDEAS anymore
- Roberta Fiori & Simonetta Iannotti, 2006. "Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure," Temi di discussione (Economic working papers) 602, Bank of Italy, Economic Research and International Relations Area.
- Margarita Genius & Maria Mavraki & Vangelis Tzouvelekas, 2006. "Measuring Technical Efficiency under Factor Non-Substitution: A Stochastic von Liebig Crop Response Model," Working Papers 0608, University of Crete, Department of Economics.
- Kristensen, Nicolai & Westergård-Nielsen, Niels C., 2006. "A Large-Scale Validation Study of Measurement Errors in Longitudinal Survey Data," IZA Discussion Papers 2329, Institute for the Study of Labor (IZA).
- Svensson, Mikael, 2006. "The Value of a Statistical Life in Sweden Estimates from Two Studies using the "Certainty Approach" Calibration," Working Papers 2006:6, Örebro University, School of Business, revised 25 Jul 2007.