Report NEP-ECM-2007-12-19This 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:
- Herwartz, Helmut & Neumann, Michael H., 2007. "A robust bootstrap approach to the Hausman test in stationary panel data models," Economics Working Papers 2007,29, Christian-Albrechts-University of Kiel, Department of Economics.
- Laura Hospido, 2007. "Modelling heterogeneity and dynamics in the volatility of individual wages," Banco de Espaï¿½a Working Papers 0738, Banco de Espa�a.
- Yuriy Gorodnichenko, 2007. "Using Firm Optimization to Evaluate and Estimate Returns to Scale," NBER Working Papers 13666, National Bureau of Economic Research, Inc.
- Item repec:pra:mprapa:5427 is not listed on IDEAS anymore
- Ahoniemi, Katja & Lanne, Markku, 2007. "Joint Modeling of Call and Put Implied Volatility," MPRA Paper 6318, University Library of Munich, Germany.
- Denis Belomestny & Stanley Matthew & John Schoenmakers, 2007. "A stochastic volatility Libor model and its robust calibration," SFB 649 Discussion Papers SFB649DP2007-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Bock, David, 2007. "Evaluations of likelihood based surveillance of volatility," Research Reports 2007:9, Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg.
- Åslund, Olof & Nordström Skans, Oskar, 2007. "How to Measure Segregation Conditional on the Distribution of Covariates," Working Paper Series 2007:27, Uppsala University, Department of Economics.