Report NEP-ECM-2001-10-16

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The following items were anounced in this report:

• Cees Diks & Sebastiano Manzan, 2001. "Tests for Serial Independence and Linearity based on Correlation Integrals," Tinbergen Institute Discussion Papers 01-085/1, Tinbergen Institute. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "How accurate is the asymptotic approximation to the distribution of realised volatility?," Economics Papers 2001-W16, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Beirlant, J. & Bouquiaux, C. & Werker, B.J.M., 2001. "Semiparametric lower bounds for tail index estimation," Discussion Paper 65, Tilburg University, Center for Economic Research. [Downloadable!]
• Frank Gerhard, 2001. "A simple dynamic model for limited dependent variables," Economics Papers 2001-W11, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Darren Lubotsky & Martin Wittenberg, 2001. "Interpretation of Regressions with Multiple Proxies," Econometrics 0110005, EconWPA. [Downloadable!]
• Bent Nielsen, 2001. "Order determination in general vector autoregressions," Economics Papers 2001-W10, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Alain Guay, 2001. "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers 142, CREFE, Université du Québec à Montréal. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Higher order variation and stochastic volatility models," Economics Papers 2001-W8, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Vazques Alvarez, R. & Melenberg, B. & Soest, A. van, 2001. "Nonparametric bounds in the presence of item nonresponse, unfolding brackets, and anchoring," Discussion Paper 67, Tilburg University, Center for Economic Research. [Downloadable!]
• Jim Engle-Warnick, 2001. "Inferring Strategies from Observed Actions: A Nonparametric, Binary Tree Classification Approach," Economics Papers 2001-W14, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• J.S. Cramer, 2001. "Measures of Fit for Multinomial Discrete Models," Tinbergen Institute Discussion Papers 01-082/4, Tinbergen Institute. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2001. "Realised power variation and stochastic volatility models," Economics Papers 2001-W18, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Daniels, H. & Feelders, A., 2001. "Integrating economic knowledge in data mining algorithms," Discussion Paper 63, Tilburg University, Center for Economic Research. [Downloadable!]
• H. Peter Boswijk, 2001. "Testing for a Unit Root with Near-Integrated Volatility," Tinbergen Institute Discussion Papers 01-077/4, Tinbergen Institute. [Downloadable!]

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