Report NEP-ECM-2007-03-31

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.

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Other reports in NEP-ECM

The following items were announced in this report:

• Item repec:bri:uobdis:06/595 is not listed on IDEAS anymore

• González, Javier & Romera, Rosario, 2007. "A robust partial least squares method with applications," DES - Working Papers. Statistics and Econometrics. WS ws071304, Universidad Carlos III de Madrid. Departamento de Estadística.
• Fulvio Corsi & Francesco Audrino, 2007. "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007 2007-02, Department of Economics, University of St. Gallen.
• Abbring, Jaap & Van den Berg, Gerard, 2007. "The Unobserved Heterogeneity Distribution in Duration Analysis," CEPR Discussion Papers 6219, C.E.P.R. Discussion Papers.
• Raymond Kan & Cesare Robotti, 2007. "Model comparison using the Hansen-Jagannathan distance," FRB Atlanta Working Paper 2007-04, Federal Reserve Bank of Atlanta.
• Barry E. Jones & Travis D. Nesmith, 2006. "Linear cointegration of nonlinear time series with an application to interest rate dynamics," Finance and Economics Discussion Series 2007-03, Board of Governors of the Federal Reserve System (U.S.).
• Favero, Carlo A. & Sala, Luca & Niu, Linlin, 2007. "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers 6206, C.E.P.R. Discussion Papers.
• Gregory Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," Staff Working Papers 07-20, Bank of Canada.
• Tobias, Justin, 2006. "Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model," Staff General Research Papers Archive 12480, Iowa State University, Department of Economics.
• Manuel Gomez & Daniel Ventosa-Santaularia, 2007. "Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends," Department of Economics and Finance Working Papers EM200703, Universidad de Guanajuato, Department of Economics and Finance.
• Item repec:pit:wpaper:300 is not listed on IDEAS anymore

• Bramoullé, Yann & Djebbari, Habiba & Fortin, Bernard, 2007. "Identification of Peer Effects through Social Networks," IZA Discussion Papers 2652, Institute of Labor Economics (IZA).
• Lars Vilhuber, 2007. "Adjusting Imperfect Data: Overview and Case Studies," NBER Working Papers 12977, National Bureau of Economic Research, Inc.
• Travis D. Nesmith, 2006. "Rational seasonality," Finance and Economics Discussion Series 2007-04, Board of Governors of the Federal Reserve System (U.S.).