Report NEP-ECM-2006-06-17

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:

• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006. "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers 2006-W03, Economics Group, Nuffield College, University of Oxford.
• Andrews, Martyn & Schank, Thorsten & Upward, Richard, 2004. "Practical estimation methods for linked employer-employee data," IAB-Discussion Paper 200403, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Pudney, Stephen, 2006. "The dynamics of perception: modelling subjective well-being in a short panel," ISER Working Paper Series 2006-27, Institute for Social and Economic Research.
• Item repec:fiu:wpaper:0606 is not listed on IDEAS anymore

• Hultblad, Brigitta & Karlsson, Sune, 2006. "Bayesian simultaneous determination of structural breaks and lag lengths," SSE/EFI Working Paper Series in Economics and Finance 630, Stockholm School of Economics.
• T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2005. "Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions," RePAd Working Paper Series lrsp-TRS426, Département des sciences administratives, UQO.
• Gregory Erin Givens & Michael K. Salemi, 2006. "Generalized Method of Moments and Inverse Control," Working Papers 200603, Middle Tennessee State University, Department of Economics and Finance.
• Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006. "Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence," PIER Working Paper Archive 06-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Christophe Hurlin & Valérie Mignon, 2006. "Une Synthèse des Tests de Racine Unitaire sur Données de Panel," Post-Print halshs-00078770, HAL.
• F. Alfonso Arellano Espinar, 2006. "Una Revisión Sobre Los Métodos De Estudio Y Evaluación En Las Políticas Activas De Empleo," Working Papers. Serie EC 2006-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).