Report NEP-ECM-2007-03-31This 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:
- Item repec:bri:uobdis:06/595 is not listed on IDEAS anymore
- Javier Gonzalez & Daniel Pena & Rosario Romera, 2007. "A robust partial least squares method with applications," Statistics and Econometrics Working Papers ws071304, Universidad Carlos III, Departamento de Estadística y Econometría.
- 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 H & van den Berg, Gerard J, 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," 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. & Niu, Linlin & Sala, Luca, 2007. "Term Structure Forecasting: No-Arbitrage Restrictions vs Large Information Set," CEPR Discussion Papers 6206, C.E.P.R. Discussion Papers.
- Gregory H. Bauer & Keith Vorkink, 2007. "Multivariate Realized Stock Market Volatility," 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 12480, Iowa State University, Department of Economics.
- Item repec:gua:wpaper:em200703 is not listed on IDEAS anymore
- 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 for the Study of Labor (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.).