Printed from https://ideas.repec.org/n/nep-ecm/2006-07-15.html
Report NEP-ECM-2006-07-15
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:
- Peter Robinson, 2006, "Efficient estimation of the semiparametric spatial autoregressive model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/06, May.
- Joel L. Horowitz & Sokbae (Simon) Lee, 2006, "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/06, Jun.
- Hiroaki Chigira & Taku Yamamoto, 2006, "Forcasting in large cointegrated processes," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-169, Jun.
- Carole Siani & Christian de Peretti, 2006, "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006, Society for Computational Economics, number 301, Jul.
- Christian de Peretti & Carole Siani, 2006, "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory," Computing in Economics and Finance 2006, Society for Computational Economics, number 304, Jul.
- Item repec:hum:wpaper:sfb649dp2006-050 is not listed on IDEAS anymore
- Christian Francq & Jean-Michel Zakoïan, 2006, "Inference in GARCH when some coefficients are equal to zero," Computing in Economics and Finance 2006, Society for Computational Economics, number 64, Jul.
- Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp152006, Jul.
- Pui Sun Tam & University of Macau, 2006, "Breaking trend panel unit root tests," Computing in Economics and Finance 2006, Society for Computational Economics, number 341, Jul.
- Fabio Canova & Luca Sala, 2006, "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006, Society for Computational Economics, number 196, Jul.
- Maria Heracleous & Andreas Koutris & Aris Spanos, 2006, "Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective," Computing in Economics and Finance 2006, Society for Computational Economics, number 493, Jul.
- Richard Spady, 2006, "Identification and estimation of latent attitudes and their behavioral implications," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP12/06, Jun.
- Andrea Cipollini & George Kapetanios, 2006, "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Computing in Economics and Finance 2006, Society for Computational Economics, number 477, Jul.
- Item repec:hum:wpaper:sfb649dp2006-052 is not listed on IDEAS anymore
- Chin Nam Low & Heather Anderson & Ralph Snyder, 2006, "Beveridge-Nelson Decomposition with Markov Switching," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2006n14, Jul.
- Michael Lechner, 2006, "The Relation of Different Concepts of Causality in Econometrics," University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen, number 2006-15, Jun.
- George Monokroussos, 2006, "A Dynamic Tobit Model for the Open Market Desk's Daily Reaction Function," Computing in Economics and Finance 2006, Society for Computational Economics, number 390, Jul.
- Marie-Claude Beaulieu & Lynda Khalaf & Marie-Hélène Gagnon, 2006, "Testing Financial Integration: Finite Sample Motivated Mothods," Computing in Economics and Finance 2006, Society for Computational Economics, number 233, Jul.
- Jane M. Binner & C. Thomas Elger & Barry E. Jones & Birger Nilsson, 2006, "Forecasting Inflation: the Relevance of Higher Moments," Computing in Economics and Finance 2006, Society for Computational Economics, number 407, Jul.
- Geraldine Ryan, 2006, "The predictive power of the present value model of stock prices," Computing in Economics and Finance 2006, Society for Computational Economics, number 102, Jul.