Printed from https://ideas.repec.org/n/nep-ecm/2006-03-25.html
Report NEP-ECM-2006-03-25
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:
- Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006, "Multivariate mixed normal conditional heteroskedasticity," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006007, Feb.
- Item repec:una:unccee:wpwp0206 is not listed on IDEAS anymore
- Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006, "Regime switching GARCH models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006006, Feb.
- Item repec:ecb:ecbwps:20060591 is not listed on IDEAS anymore
- Schlicht, Ekkehart & Ludsteck, Johannes, 2006, "Variance Estimation in a Random Coefficients Model," IZA Discussion Papers, IZA Network @ LISER, number 2031, Mar.
- Crépon, Bruno, 2006, "Testing Exclusion Restrictions at Infinity in the Semiparametric Selection Model," IZA Discussion Papers, IZA Network @ LISER, number 2035, Mar.
- Luc, Bauwens & J.V.K., ROMBOUTS, 2005, "Bayesian inference for the mixed conditional heteroskedasticity model," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005058, Dec.
- Thomas Brenner & Claudia Werker, 2006, "A Practical Guide to Inference in Simulation Models," Papers on Economics and Evolution, Philipps University Marburg, Department of Geography, number 2006-02, Mar.
- Susan Athey & Philip A. Haile, 2006, "Empirical Models of Auctions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1562, Mar.
- Pesavento, Elena & Rossi, Barbara, 2006, "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Working Papers, Duke University, Department of Economics, number 06-03.
- John Creedy & Guyonne Kalb & Hsein Kew, 2005, "Confidence Intervals for Policy Reforms in Behavioural Tax Microsimulation Modelling," Department of Economics - Working Papers Series, The University of Melbourne, number 936.
- Martin Spieß, 2006, "On the Returns to Occupational Qualification in Terms of Subjective and Objective Variables: A GEE-type Approach to the Estimation of Two-Equation Panel Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 564.
- Michael C. Lovell, 2005, "A Simple Proof of the FWL (Frisch-Waugh-Lovell) Theorem," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2005-012, Dec, revised Jan 2007.