NEP-ECM-2007-12-19

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2007-12-19

This 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.

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The following items were anounced 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. [Downloadable!]
Laura Hospido, 2007. "Modelling heterogeneity and dynamics in the volatility of individual wages," Banco de EspaÃ±a Working Papers 0738, Banco de España. [Downloadable!]
Yuriy Gorodnichenko, 2007. "Using Firm Optimization to Evaluate and Estimate Returns to Scale," NBER Working Papers 13666, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Boudt, Kris & Peterson, Brian & Croux, Christophe, 2007. "Estimation and decomposition of downside risk for portfolios with non-normal returns," MPRA Paper 5427, University Library of Munich, Germany, revised 23 Oct 2007. [Downloadable!]
Ahoniemi, Katja & Lanne, Markku, 2007. "Joint Modeling of Call and Put Implied Volatility," MPRA Paper 6318, University Library of Munich, Germany. [Downloadable!]
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. [Downloadable!]
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, Göteborg University. [Downloadable!]
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. [Downloadable!]

This page was last updated on 2008-5-11.

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