Report NEP-ECM-2007-01-14

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:ecb:ecbwps:20060700 is not listed on IDEAS anymore

• Lux, Thomas, 2006, "The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-17.
• Xiujian Chen & Shu Lin & W. Robert Reed, 2006, "A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 06/14, Nov.
• Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2007, "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 784.
• Katsumi Shimotsu, 2006, "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper, Economics Department, Queen's University, number 1101, Dec.
• Item repec:pra:mprapa:1215 is not listed on IDEAS anymore

• Westerlund, Joakim & Basher, Syed A., 2006, "Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?," MPRA Paper, University Library of Munich, Germany, number 1229, Dec.
• Paolo, Foschi, 2005, "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper, University Library of Munich, Germany, number 1424, Feb, revised 07 Sep 2006.
• Matias Mayor Fernandez & Esteban Fernandez Vazquez & Jorge Rodriguez Valez, 2006, "Spatial Structures and Spatial Spillovers: A GME Approach," ERSA conference papers, European Regional Science Association, number ersa06p777, Aug.
• Item repec:hum:wpaper:sfb649dp2006-080 is not listed on IDEAS anymore

• Item repec:pra:mprapa:1193 is not listed on IDEAS anymore

• Hurvich, Cliiford & Wang, Yi, 2006, "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper, University Library of Munich, Germany, number 1413, Dec.
• Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006, "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 777.
• Item repec:hum:wpaper:sfb649dp2006-083 is not listed on IDEAS anymore

• Lux, Thomas & Kaizoji, Taisei, 2006, "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-13.
• Henk Folmer & Johan Oud, 2006, "A Structural Equation Approach to Spatial Dependence Models," ERSA conference papers, European Regional Science Association, number ersa06p19, Aug.
• Chris Heaton & Victor Solo, 2006, "Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?," Research Papers, Macquarie University, Department of Economics, number 0605, Sep.
• Andreas S. Andreou & George A. Zombanakis, 2006, "Computational Intelligence in Exchange-Rate Forecasting," Working Papers, Bank of Greece, number 49, Nov.
• Hirano, Keisuke & Porter, Jack, 2006, "Asymptotics for statistical treatment rules," MPRA Paper, University Library of Munich, Germany, number 1173, Aug.
• Weron, Rafal & Misiorek, Adam, 2006, "Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market," MPRA Paper, University Library of Munich, Germany, number 1363.
• Item repec:pra:mprapa:1026 is not listed on IDEAS anymore

• Giuseppe Arbia & Roberto Basile & Gianfranco Piras, 2006, "Analyzing Intra-Distribution Dynamics: A Reappraisal," ERSA conference papers, European Regional Science Association, number ersa06p262, Aug.
• Knetsch, Thomas A. & Reimers, Hans-Eggert, 2006, "How to treat benchmark revisions? The case of German production and orders statistics," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,38.
• Mishra, SK, 2006, "Estimation of Zellner-Revankar Production Function Revisited," MPRA Paper, University Library of Munich, Germany, number 1172, Dec.
• Anastassios Karaganis & Angelos Mimis, 2006, "A Spatial Point Process for Estimating the Probability of Occurrence of a Traffic Accident," ERSA conference papers, European Regional Science Association, number ersa06p640, Aug.
• Katharina Hampel & Marcus Kunz & Norbert Schanne & Ruediger Wapler & Antje Weyh, 2006, "Regional Unemployment Forecasting Using Structural Component Models With Spatial Autocorrelation," ERSA conference papers, European Regional Science Association, number ersa06p196, Aug.
• Zsolt Darvas & Gábor Vadas, 2005, "A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0505, Aug.
• Gunnar Flötteröd & Kai Nagel, 2006, "Bayesian modeling and estimation of combined route and activity location choice," Working Papers, Center for Network Industries and Infrastructure (CNI), number 2006-06.
• Pascucci, Andrea & Foschi, Paolo, 2006, "Path dependent volatility," MPRA Paper, University Library of Munich, Germany, number 973, Nov.

Report NEP-ECM-2007-01-14

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: