Printed from https://ideas.repec.org/n/nep-ecm/2007-03-31.html
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.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:bri:uobdis:06/595 is not listed on IDEAS anymore
- González, Javier & Peña, Daniel & Romera, Rosario, 2007, "A robust partial least squares method with applications," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws071304, Mar.
- Fulvio Corsi & Francesco Audrino, 2007, "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-02, Jan.
- Abbring, Jaap & Van den Berg, Gerard, 2007, "The Unobserved Heterogeneity Distribution in Duration Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6219, Mar.
- Raymond Kan & Cesare Robotti, 2007, "Model comparison using the Hansen-Jagannathan distance," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2007-04.
- 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, Board of Governors of the Federal Reserve System (U.S.), number 2007-03.
- Favero, Carlo A. & Sala, Luca & Niu, Linlin, 2007, "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6206, Mar.
- Gregory Bauer & Keith Vorkink, 2007, "Multivariate Realized Stock Market Volatility," Staff Working Papers, Bank of Canada, number 07-20, DOI: 10.34989/swp-2007-20.
- Tobias, Justin, 2006, "Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12480, Jan.
- 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, Universidad de Guanajuato, Department of Economics and Finance, number EM200703, Mar.
- 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, Institute of Labor Economics (IZA), number 2652, Mar.
- Lars Vilhuber, 2007, "Adjusting Imperfect Data: Overview and Case Studies," NBER Working Papers, National Bureau of Economic Research, Inc, number 12977, Mar.
- Travis D. Nesmith, 2006, "Rational seasonality," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-04.