Report NEP-ECM-2006-10-07This 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:
- Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2006.
- H. Peter Boswijk & Roy van der Weide, 2006. "Wake me up before you GO-GARCH," Tinbergen Institute Discussion Papers 06-079/4, Tinbergen Institute, revised 21 Sep 2006.
- Item repec:hhs:bofitp:2006_006 is not listed on IDEAS anymore
- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series 1788, CESifo Group Munich.
- Yiannis Kamarianakis & Poulicos Prastacos, 2006. "Spatial Time-Series Modeling: A review of the proposed methodologies," Working Papers 0604, University of Crete, Department of Economics.
- Piero Quatto & Riccardo Borgoni, 2006. "The Uniformly Most Powerful Invariant Test for the Shoulder Condition in Point Transect Sampling," Working Papers 20060903, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised Sep 2006.
- Yiannis Kamarianakis, 2006. "Hierarchical Bayesian Modeling For Spatial Time Series: An Alternative Approach To Spatial Sur," Working Papers 0605, University of Crete, Department of Economics.
- Badi H. Baltagi & Dong Li, 2006. "Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor," Center for Policy Research Working Papers 84, Center for Policy Research, Maxwell School, Syracuse University.
- Badi H. Baltagi & Zijun Wang, 2006. "Testing for Cointegrating Rank via Model Selection: Evidence from 165 Data Sets," Center for Policy Research Working Papers 83, Center for Policy Research, Maxwell School, Syracuse University.
- Item repec:hep:macppr:0206 is not listed on IDEAS anymore
- Daniel Millimet & Rusty Tchernis, 2006. "On the Specification of Propensity Scores: with an Application to the WTO-Environment Debate," Caepr Working Papers 2006-013, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
- Tångdahl, Sara, 2006. "On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations," Working Papers 2006:5, Örebro University, School of Business.
- Dekimpe, M.G. & Franses, Ph.H.B.F. & Hanssens, D.M. & Naik, P., 2006. "Time-Series Models in Marketing," ERIM Report Series Research in Management ERS-2006-049-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Roberta Fiori & Simonetta Iannotti, 2006. "Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure," Temi di discussione (Economic working papers) 602, Bank of Italy, Economic Research and International Relations Area.
- Margarita Genius & Maria Mavraki & Vangelis Tzouvelekas, 2006. "Measuring Technical Efficiency under Factor Non-Substitution: A Stochastic von Liebig Crop Response Model," Working Papers 0608, University of Crete, Department of Economics.
- Kristensen, Nicolai & Westergård-Nielsen, Niels C., 2006. "A Large-Scale Validation Study of Measurement Errors in Longitudinal Survey Data," IZA Discussion Papers 2329, Institute for the Study of Labor (IZA).
- Svensson, Mikael, 2006. "The Value of a Statistical Life in Sweden Estimates from Two Studies using the "Certainty Approach" Calibration," Working Papers 2006:6, Örebro University, School of Business, revised 12 May 2009.