Report NEP-ECM-2006-09-11This 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.
The following items were announced in this report:
- Item repec:dgr:uvatin:20060058 is not listed on IDEAS anymore
- Elena Pesavento, 2006. "Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite Sample Size," Economics Working Papers ECO2006/18, European University Institute.
- Manuel Arellano & Jinyong Hahn, 2005. "Understanding Bias In Nonlinear Panel Models: Some Recent Developments," Working Papers wp2005_0507, CEMFI.
- Meitz, Mika & Saikkonen, Pentti, 2006. "Stability of nonlinear AR-GARCH models," SSE/EFI Working Paper Series in Economics and Finance 632, Stockholm School of Economics.
- David Jacho-Chavez & Arthur Lewbel & Oliver Linton, 2006. "Identification and Nonparametric Estimation of a Transformed Additively Separable Model," Boston College Working Papers in Economics 652, Boston College Department of Economics, revised 26 Nov 2008.
- Item repec:dgr:uvatin:20060059 is not listed on IDEAS anymore
- Markku Lanne, 2006. "Forecasting Realized Volatility by Decomposition," Economics Working Papers ECO2006/20, European University Institute.
- Victor Bystrov, 2006. "Forecasting Emerging Market Indicators: Brazil and Russia," Economics Working Papers ECO2006/12, European University Institute.
- Item repec:dgr:uvatin:20060057 is not listed on IDEAS anymore
- Fischer, Christoph & Porath, Daniel, 2006. "A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications," Discussion Paper Series 1: Economic Studies 2006,23, Deutsche Bundesbank, Research Centre.
- Hiroaki Chigira & Tsunemasa Shiba, 2006. "Bayesian Estimation of Unknown Heteroscedastic Variances," Hi-Stat Discussion Paper Series d06-185, Institute of Economic Research, Hitotsubashi University.
- Martin Spieß, 2005. "Derivation of Design Weights: The Case of the German Socio-Economic Panel (SOEP)," Data Documentation 8, DIW Berlin, German Institute for Economic Research.
- Arthur Lewbel, 2006. "Modeling Heterogeneity," Boston College Working Papers in Economics 650, Boston College Department of Economics.