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Report NEP-ECM-2006-06-03
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:
- Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006, "A Bias-Adjusted LM Test of Error Cross Section Independence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0641, May.
- Junji Shimada & Yoshihiko Tsukuda, 2004, "Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 611, Aug.
- Byeongseon Seo, 2004, "Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 749, Aug.
- Dirk Hoorelbeke, 2004, "Bootstrap correcting the score test," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 228, Aug.
- Markus Frölich, 2006, "A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen, number 2006-11, May.
- Hidehiko Ichimura & Sokbae Lee, 2006, "Characterization of the Asymptotic Distribution of Semiparametric M-Estimators," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-426, May.
- Item repec:fiu:wpaper:0604 is not listed on IDEAS anymore
- Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers, CIRANO, number 2005s-05, Feb.
- Andrew Patton, 2006, "Volatility Forecast Comparison using Imperfect Volatility Proxies," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 175, May.
- M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk, 2006, "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," CESifo Working Paper Series, CESifo, number 1704.
- López Pintado, Sara & Romo, Juan, 2006, "Depth-based inference for functional data," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws063113, May.
- López Pintado, Sara & Romo, Juan, 2006, "On the concept of depth for functional data," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws063012, May.
- Stephane Hess & Denis Bolduc & John Polak, 2005, "Random Covariance Heterogeneity in Discrete Choice Models," ERSA conference papers, European Regional Science Association, number ersa05p375, Aug.
- Martin Biewen, 2006, "Variance estimation for generalized entropy and Atkinson inequality indices: The complex survey data case," German Stata Users' Group Meetings 2006, Stata Users Group, number 04, May.
- Paul J. Devereux & Gautam Tripathi, 2005, "Optimally Combining Censored and Uncensored Datasets," Working papers, University of Connecticut, Department of Economics, number 2005-10, Apr, revised Oct 2007.
- Item repec:ecb:ecbwps:20060622 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20060043 is not listed on IDEAS anymore
- Knoppik, Christoph, 2004, "The Kernel-Location Approach - A New Non-parametric Approach to the Analysis of Download Nominal Rigidity in Micro Data," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 392.
- Steven B. Caudill & Peter A. Groothuis & John C. Whitehead, 2006, "Testing for Hypothetical Bias in Contingent Valuation Using a Latent Choice Multinomial Logit Model," Working Papers, Department of Economics, Appalachian State University, number 06-09.