Report NEP-ECM-2006-11-25

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:

• Jönsson, Kristian, 2006, "Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated," Working Papers, Lund University, Department of Economics, number 2006:20, Oct, revised 09 Nov 2009.
• Oleg Glouchakov, 2006, "Joint change point estimation in regression coeffcients and variances of the errors of a linear model," Working Papers, York University, Department of Economics, number 2006_3, Mar.
• Frank Gerhard & Nikolaus Hautsch, 2006, "A Dynamic Semiparametric Proportional Hazard Model," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/05, Oct.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006, "The Asymptotics for Panel Models with Common Shocks," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 77, Feb.
• Bunzel, Helle & Iglesias, Emma M., 2006, "Testing for Breaks Using Alternating Observations," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12694, Nov.
• Eiji Kurozumi & Yoichi Arai, 2006, "Test for the null hypothesis of cointegration with reduced size distortion," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-190, Nov.
• Todd E. Clark & Michael W. McCracken, 2006, "Averaging forecasts from VARs with uncertain instabilities," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 06-12.
• Klein, Roger & Vella, Francis, 2006, "A Semiparametric Model for Binary Response and Continuous Outcomes Under Index Heteroscedasticity," IZA Discussion Papers, IZA Network @ LISER, number 2383, Oct.
• Item repec:mis:wpaper:20051101 is not listed on IDEAS anymore

• Luc Bauwens & Jeroen V.K. Rombouts, 2006, "Bayesian inference for the mixed conditional heteroskedasticity model," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-07, Jun.
• Martina Nardon & Paolo Pianca, 2006, "Simulation techniques for generalized Gaussian densities," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 145, Nov.
• Joan Jasiak & C. Gourieroux, 2006, "Dynamic Quantile Models," Working Papers, York University, Department of Economics, number 2006_4, Sep.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2006, "Vector Multiplicative Error Models: Representation and Inference," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0331, Nov.
• David E. A. Giles, 2006, "The Exact Asymptotic Distribution Function of Watson's UN-Squared for Testing Goodness-of-Fit With Circular Discrete Data," Econometrics Working Papers, Department of Economics, University of Victoria, number 0607, Nov.
• Item repec:hum:wpaper:sfb649dp2006-075 is not listed on IDEAS anymore

• Item repec:imf:imfwpa:06/182 is not listed on IDEAS anymore

• Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006, "Testing for multicointegration in panel data with common factors," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 160.
• Item repec:hum:wpaper:sfb649dp2006-078 is not listed on IDEAS anymore

• Joan Jasiak & R. Sufana & C. Gourieroux, 2005, "The Wishart Autoregressive Process of Multivariate Stochastic Volatility," Working Papers, York University, Department of Economics, number 2005_2, Sep.
• Albert E. DePrince, 2006, "A Technical Note on a Direct Estimate of the Significance of Bias in Forecasts," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 200602, Mar.
• Sullivan, Paul, 2006, "Interpolating Value Functions in Discrete Choice Dynamic Programming Models," MPRA Paper, University Library of Munich, Germany, number 864, Oct.
• Marco Del Negro & Frank Schorfheide, 2006, "Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-16.
• Juarez, Miguel A. & Steel, Mark F. J., 2006, "Model-based Clustering of non-Gaussian Panel Data," MPRA Paper, University Library of Munich, Germany, number 880, Nov.
• Item repec:imf:imfwpa:06/175 is not listed on IDEAS anymore

• Refik Soyer & Thomas A. Mazzuchi & Ehsan S. Soofi, 2006, "Bayes Estimate and Inference for Entropy and Information Index of Fit," Working Papers, School of Business, The George Washington University, number 0012, Jun.
• Mishra, SK, 2006, "Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data by Differential Evolution Method of Global Optimization," MPRA Paper, University Library of Munich, Germany, number 881, Nov.
• Refik Soyer & Melinda Hock, 2006, "Bayesian Analysis of Pulse Trains With Hidden Missingness," Working Papers, School of Business, The George Washington University, number 0013, Nov.
• Item repec:hum:wpaper:sfb649dp2006-077 is not listed on IDEAS anymore

Report NEP-ECM-2006-11-25

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: