Printed from https://ideas.repec.org/n/nep-ecm/2006-09-16.html
Report NEP-ECM-2006-09-16
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:kubcen:200680 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200679 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20060076 is not listed on IDEAS anymore
- Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2006, "Testing for stationarity in heterogeneous panel data in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 758.
- Alfredo García Hiernaux & José Casals Carro & Miguel Jerez, 2005, "Fast estimation methods for time series models in state-space form," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0504.
- Karl H. Schlag, 2006, "Designing Non-Parametric Estimates and Tests for Means," Economics Working Papers, European University Institute, number ECO2006/26.
- Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard, 2006, "Subsampling realised kernels," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe06.
- Massimo Franchi, 2006, "A General Representation Theorem for Integrated Vector Autoregressive Processes," Discussion Papers, University of Copenhagen. Department of Economics, number 06-16, Aug.
- Raymond Kan & Cesare Robotti, 2006, "Specification tests of asset pricing models using excess returns," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-10.
- Item repec:dgr:kubcen:200677 is not listed on IDEAS anymore
- Bhaumik, Sumon K. & Gang, Ira N. & Yun, Myeong-Su, 2006, "A Note on Decomposing Differences in Poverty Incidence Using Regression Estimates: Algorithm and Example," IZA Discussion Papers, IZA Network @ LISER, number 2262, Aug.
- Bruce Mizrach, 2006, "Nonlinear Time Series Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 200604, Feb.
- Marco Corazza & A.G. Malliaris & Elisa Scalco, 2006, "Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 137, Sep.
- Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005, "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-02.
- Ken-ichi Mitsui & Yoshio Tabata, 2006, "Random Correlation Matrix and De-Noising," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-26, Sep.