Report NEP-ECM-2006-09-16This 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: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) 758, University of Warwick, Department of Economics.
- 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 0504, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Karl H. Schlag, 2006. "Designing Non-Parametric Estimates and Tests for Means," Economics Working Papers ECO2006/26, European University Institute.
- Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard, 2006. "Subsampling realised kernels," OFRC Working Papers Series 2006fe06, Oxford Financial Research Centre.
- Massimo Franchi, 2006. "A General Representation Theorem for Integrated Vector Autoregressive Processes," Discussion Papers 06-16, University of Copenhagen. Department of Economics.
- Raymond Kan & Cesare Robotti, 2006. "Specification tests of asset pricing models using excess returns," FRB Atlanta Working Paper No. 2006-10, Federal Reserve Bank of Atlanta.
- 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 2262, Institute for the Study of Labor (IZA).
- Bruce Mizrach, 2006. "Nonlinear Time Series Analysis," Departmental Working Papers 200604, Rutgers University, Department of Economics.
- Marco Corazza & A.G. Malliaris & Elisa Scalco, 2006. "Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests," Working Papers 137, Department of Applied Mathematics, Università Ca' Foscari Venezia.
- Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005. "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers 2006,02, Christian-Albrechts-University of Kiel, Department of Economics.
- Ken-ichi Mitsui & Yoshio Tabata, 2006. "Random Correlation Matrix and De-Noising," Discussion Papers in Economics and Business 06-26, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).