Report NEP-ECM-2006-02-26

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:cep:stiecm:/2005/482 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/493 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/486 is not listed on IDEAS anymore

• Item repec:cep:stiecm:\2006\497 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/484 is not listed on IDEAS anymore

• James G. MacKinnon, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, Economics Department, Queen's University.
• Item repec:cep:stiecm:/2005/481 is not listed on IDEAS anymore

• Gunnar Bårdsen & Niels Haldrup, 2006. "A Gaussian IV estimator of cointegrating relations," Economics Working Papers 2006-03, Department of Economics and Business Economics, Aarhus University.
• Item repec:cep:stiecm:/2005/483 is not listed on IDEAS anymore

• Joseph P. Romano & Michael Wolf, 2006. "Improved Nonparametric Confidence Intervals in Time Series Regressions," IEW - Working Papers 273, Institute for Empirical Research in Economics - University of Zurich.
• James G. MacKinnon & Jeff Racine, 2004. "Simulation-based Tests That Can Use Any Number Of Simulations," Working Paper 1027, Economics Department, Queen's University.
• Patrick Bajari & Han Hong, 2006. "Semiparametric Estimation of a Dynamic Game of Incomplete Information," NBER Technical Working Papers 0320, National Bureau of Economic Research, Inc.
• Item repec:cep:stiecm:/2005/485 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/495 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/487 is not listed on IDEAS anymore

• M. Genius & E. Strazzera, 2005. "Modeling Elicitation effects in contingent valuation studies: a Monte Carlo Analysis of the bivariate approach," Working Paper CRENoS 200502, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Jay Shanken & Guofu Zhou, 2006. "Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations," NBER Working Papers 12055, National Bureau of Economic Research, Inc.
• Morten Ø. Nielsen & Katsumi Shimotsu, 2006. "Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach," Working Paper 1029, Economics Department, Queen's University.
• Item repec:dgr:kubcen:20067 is not listed on IDEAS anymore

• Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov, 2006. "Estimating Static Models of Strategic Interaction," NBER Working Papers 12013, National Bureau of Economic Research, Inc.
• James G. MacKinnon & Russell Davidson, 2004. "The Case Against Jive," Working Paper 1031, Economics Department, Queen's University.
• Item repec:cep:stiecm:/2005/492 is not listed on IDEAS anymore

• Item repec:cep:stiecm:\2006\498 is not listed on IDEAS anymore

• Veiga, Helena, 2006. "A two factor long memory stochastic volatility model," DES - Working Papers. Statistics and Econometrics. WS ws061303, Universidad Carlos III de Madrid. Departamento de Estadística.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers 0321, National Bureau of Economic Research, Inc.
• Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Understanding and Forecasting Stock Price Changes," Working Papers 2006-03, FEDEA.
• Michael Greenacre, 2006. "Tying up the loose ends in simple correspondence analysis," Economics Working Papers 940, Department of Economics and Business, Universitat Pompeu Fabra.
• P. Jeganathan, 2006. "Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions," Cowles Foundation Discussion Papers 1558, Cowles Foundation for Research in Economics, Yale University, revised Mar 2006.
• Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
• Konstantin A. Kholodilin, 2006. "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Discussion Papers of DIW Berlin 554, DIW Berlin, German Institute for Economic Research.
• Andrew Leigh & Justin Wolfers, 2006. "Competing Approaches to Forecasting Elections: Economic Models, Opinion Polling and Prediction Markets," NBER Working Papers 12053, National Bureau of Economic Research, Inc.
• Nancy E. Reichman & Hope Corman & Kelly Noonan & Dhaval Dave, 2006. "Typically Unobserved Variables (TUVs) and Selection into Prenatal Inputs: Implications for Estimating Infant Health Production Functions," NBER Working Papers 12004, National Bureau of Economic Research, Inc.