Report NEP-ECM-2001-10-22

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Other reports in NEP-ECM

The following items were anounced in this report:

• F. Kleibergen & R. Kleijn & R. Paap, 2000. "The Bayesian score statistic," Econometric Institute Report 193, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• J.J.J. Groen, 2000. "New multi-country evidence on purchasing power parity," Econometric Institute Report 188, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Byström, Hans, 2001. "Managing Extreme Risks in Tranquil and Volatile Markets Using Conditional Extreme Value Theory," Working Papers 2001:18, Lund University, Department of Economics.
• Giovanni Forchini, . "The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables," Discussion Papers 01/12, Department of Economics, University of York. [Downloadable!]
• Beers, W.C.M. van & Kleijnen, J.P.C., 2001. "Kriging for interpolation in random simulation," Discussion Paper 74, Tilburg University, Center for Economic Research. [Downloadable!]
• C.S. Bos & R.J. Mahieu & H.K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Econometric Institute Report 201, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• L.F. Hoogerheide & H.K. Van Dijk, 2001. "Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration," Econometric Institute Report 212, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Item repec:rea:inrawp:20 is not listed on IDEAS anymore

• Blanc, J.P.C., 2001. "Computation of autocorrelations of interdeparture times by numerical transform inversion," Discussion Paper 75, Tilburg University, Center for Economic Research. [Downloadable!]
• J.F. Kaashoek & H.K. Van Dijk, 2000. "Neural networks as econometric tool," Econometric Institute Report 205, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• O. Scaillet, 2001. "Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels," THEMA Working Papers 2001-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
• R. Paap & E. van Nierop & H.J. van Heerde & M. Wedel, 2000. "Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice," Econometric Institute Report 209, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Byström, Hans, 2001. "Extreme Value Theory and Extremely Large Electricity Price Changes," Working Papers 2001:19, Lund University, Department of Economics.
• Robert F. Engle & Kevin Sheppard, 2001. "Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH," NBER Working Papers 8554, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• H.G. Neddermeijer & G.J. van Oortmarssen & N. Piersma & R. Dekker, 2000. "A framework for response surface methodology for simulation optimization," Econometric Institute Report 192, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• D.J.C. Van Dijk & P.H. Franses & R. Paap, 2000. "A nonlinear long memory model for US unemployment," Econometric Institute Report 204, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Soren Johansen & Katarina Juselius, 2001. "Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data," Discussion Papers 01-03, University of Copenhagen. Department of Economics. [Downloadable!]
• J. Danielsson & L. de Haan & L. Peng & C.G. de Vries, 2000. "Using a bootstrap method to choose the sample fraction in tail index estimation," Econometric Institute Report 197, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]

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