Printed from https://ideas.repec.org/n/nep-ecm/2006-02-26.html
Report NEP-ECM-2006-02-26
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Item repec:cep:stiecm:/2005/482 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/493 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/486 is not listed on IDEAS anymore
- Item repec:cep:stiecm:\2006\497 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/484 is not listed on IDEAS anymore
- James G. MacKinnon, 2006, "Bootstrap Methods In Econometrics," Working Paper, Economics Department, Queen's University, number 1028, Feb.
- Item repec:cep:stiecm:/2005/481 is not listed on IDEAS anymore
- Gunnar Bårdsen & Niels Haldrup, 2006, "A Gaussian IV estimator of cointegrating relations," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2006-03, Feb.
- Item repec:cep:stiecm:/2005/483 is not listed on IDEAS anymore
- Joseph P. Romano & Michael Wolf, 2006, "Improved Nonparametric Confidence Intervals in Time Series Regressions," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 273, Feb.
- James G. MacKinnon & Jeff Racine, 2004, "Simulation-based Tests That Can Use Any Number Of Simulations," Working Paper, Economics Department, Queen's University, number 1027, Oct.
- Patrick Bajari & Han Hong, 2006, "Semiparametric Estimation of a Dynamic Game of Incomplete Information," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0320, Feb.
- Item repec:cep:stiecm:/2005/485 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/495 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/487 is not listed on IDEAS anymore
- M. Genius & E. Strazzera, 2005, "Modeling Elicitation effects in contingent valuation studies: a Monte Carlo Analysis of the bivariate approach," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200502.
- Jay Shanken & Guofu Zhou, 2006, "Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations," NBER Working Papers, National Bureau of Economic Research, Inc, number 12055, Feb.
- Morten Ø. Nielsen & Katsumi Shimotsu, 2006, "Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach," Working Paper, Economics Department, Queen's University, number 1029, Jan.
- Item repec:dgr:kubcen:20067 is not listed on IDEAS anymore
- Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov, 2006, "Estimating Static Models of Strategic Interaction," NBER Working Papers, National Bureau of Economic Research, Inc, number 12013, Feb.
- James G. MacKinnon & Russell Davidson, 2004, "The Case Against Jive," Working Paper, Economics Department, Queen's University, number 1031, Sep.
- Item repec:cep:stiecm:/2005/492 is not listed on IDEAS anymore
- Item repec:cep:stiecm:\2006\498 is not listed on IDEAS anymore
- Veiga, Helena, 2006, "A two factor long memory stochastic volatility model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws061303, Feb.
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006, "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0321, Feb.
- Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006, "Understanding and Forecasting Stock Price Changes," Working Papers, FEDEA, number 2006-03, Mar.
- Michael Greenacre, 2006, "Tying up the loose ends in simple correspondence analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 940, Jan.
- P. Jeganathan, 2006, "Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1558, Feb, revised Mar 2006.
- Svend Hylleberg, 2006, "Seasonal Adjustment," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2006-04, Feb.
- Konstantin A. Kholodilin, 2006, "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 554.
- Andrew Leigh & Justin Wolfers, 2006, "Competing Approaches to Forecasting Elections: Economic Models, Opinion Polling and Prediction Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 12053, Feb.
- Nancy E. Reichman & Hope Corman & Kelly Noonan & Dhaval Dave, 2006, "Typically Unobserved Variables (TUVs) and Selection into Prenatal Inputs: Implications for Estimating Infant Health Production Functions," NBER Working Papers, National Bureau of Economic Research, Inc, number 12004, Feb.