Printed from https://ideas.repec.org/n/nep-ecm/2006-09-11.html
Report NEP-ECM-2006-09-11
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:
- 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, European University Institute, number ECO2006/18.
- Manuel Arellano & Jinyong Hahn, 2005, "Understanding Bias in Nonlinear Panel Models: Some Recent Developments," Working Papers, CEMFI, number wp2005_0507.
- Meitz, Mika & Saikkonen, Pentti, 2006, "Stability of nonlinear AR-GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 632, Jun.
- David Jacho-Chavez & Arthur Lewbel & Oliver Linton, 2006, "Identification and Nonparametric Estimation of a Transformed Additively Separable Model," Boston College Working Papers in Economics, Boston College Department of Economics, number 652, Sep, 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, European University Institute, number ECO2006/20.
- Victor Bystrov, 2006, "Forecasting Emerging Market Indicators: Brazil and Russia," Economics Working Papers, European University Institute, number ECO2006/12.
- 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, Deutsche Bundesbank, number 2006,23.
- Hiroaki Chigira & Tsunemasa Shiba, 2006, "Bayesian Estimation of Unknown Heteroscedastic Variances," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-185, Sep.
- Martin Spieß, 2005, "Derivation of Design Weights: The Case of the German Socio-Economic Panel (SOEP)," Data Documentation, DIW Berlin, German Institute for Economic Research, number 8.
- Arthur Lewbel, 2006, "Modeling Heterogeneity," Boston College Working Papers in Economics, Boston College Department of Economics, number 650, Sep.