Report NEP-ECM-2006-04-29

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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Other reports in NEP-ECM

The following items were announced in this report:

• Item repec:cdl:agrebk:998 is not listed on IDEAS anymore

• Item repec:bep:unimip:1013 is not listed on IDEAS anymore

• John Stachurski, 2006. "Computing the Distributions of Economic Models Via Simulation," KIER Working Papers 615, Kyoto University, Institute of Economic Research.
• Erik Hjalmarsson, 2005. "Estimation of average local-to-unity roots in heterogenous panels," International Finance Discussion Papers 852, Board of Governors of the Federal Reserve System (U.S.).
• Lesley Chiou & Joan Walker, 2005. "Masking Identification of Discrete Choice Models under Simulation Methods," Occidental Economics Working Papers 5, Occidental College, Department of Economics, revised May 2006.
• Erik Hjalmarsson, 2006. "Inference in Long-Horizon Regressions," International Finance Discussion Papers 853, Board of Governors of the Federal Reserve System (U.S.).
• Dinh, K. & Kleimeier, S., 2006. "Credit scoring for Vietnam's retail banking market : implementation and implications for transactional versus relationship lending," Research Memorandum 012, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Erik Hjalmarsson, 2006. "Fully modified estimation with nearly integrated regressors," International Finance Discussion Papers 854, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:bep:unimip:1022 is not listed on IDEAS anymore

• Peter Haan & Arne Uhlendorff, 2006. "Estimation of Multinomial Logit Models with Unobserved Heterogeneity Using Maximum Simulated Likelihood," Discussion Papers of DIW Berlin 573, DIW Berlin, German Institute for Economic Research.
• Cuong Le Van & John Stachurski, 2006. "Parametric Continuity of Stationary Distributions," KIER Working Papers 616, Kyoto University, Institute of Economic Research.
• Kreider, Brent, 2006. "Partially Identifying the Prevalence of Health Insurance Given Contaminated Sampling Response Error," Staff General Research Papers Archive 12588, Iowa State University, Department of Economics.
• Item repec:dgr:umamet:2006014 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200627 is not listed on IDEAS anymore

• Crump, Richard K. & Hotz, V. Joseph & Imbens, Guido W. & Mitnik, Oscar A., 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers 2091, Institute of Labor Economics (IZA).
• Item repec:hhb:aaracc:07-003 is not listed on IDEAS anymore

• Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L., 2006. "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," Cambridge Working Papers in Economics 0634, Faculty of Economics, University of Cambridge.
• John Stachurski, 2006. "Necessary and Sufficient Conditions for Stability of Finite State Markov Chains," KIER Working Papers 614, Kyoto University, Institute of Economic Research.
• Item repec:bep:unimip:1018 is not listed on IDEAS anymore

• Item repec:cdl:agrebk:1009 is not listed on IDEAS anymore

• Item repec:bep:unimip:1016 is not listed on IDEAS anymore

• Item repec:dgr:kubcen:200628 is not listed on IDEAS anymore

• Veiga, Helena, 2006. "Volatility forecasts: a continuous time model versus discrete time models," DES - Working Papers. Statistics and Econometrics. WS ws062509, Universidad Carlos III de Madrid. Departamento de Estadística.
• Erik Hjalmarsson, 2006. "Should we expect significant out-of-sample results when predicting stock returns?," International Finance Discussion Papers 855, Board of Governors of the Federal Reserve System (U.S.).
• Eric Ghysels & Jonathan H. Wright, 2006. "Forecasting professional forecasters," Finance and Economics Discussion Series 2006-10, Board of Governors of the Federal Reserve System (U.S.).