Report NEP-ECM-2002-04-25

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The following items were anounced in this report:

• Racine, J & Hyndman, R.J., 2001. "Using R to Teach Econometrics," Monash Econometrics and Business Statistics Working Papers 10/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Michael Creel, 2002. "Hausman Tests for Inefficient Estimators: Application to Demand for Health Care Service (revised)," UFAE and IAE Working Papers 509.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
• Issler, J.V. & Vahid, F., 2001. "The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity," Monash Econometrics and Business Statistics Working Papers 9/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Maharaj, E.A., 2001. "Comparison of Non-Stationary Time Series in the Frequency Domain," Monash Econometrics and Business Statistics Working Papers 1/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• C.S. Forbes & G.M. Martin & J. Wright, 2002. "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices," Monash Econometrics and Business Statistics Working Papers 2/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• David E. A. Giles, 2002. "Calculating a Standard Error for the Gini Coefficient: Some Further Results," Econometrics Working Papers 0202, Department of Economics, University of Victoria. [Downloadable!]
• Athanasopoulos, G. & Anderson, H.M. & Vahid, F., 2001. "Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models," Monash Econometrics and Business Statistics Working Papers 7/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D., 2001. "Prediction Intervals for Exponential Smoothing State Space Models," Monash Econometrics and Business Statistics Working Papers 11/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Leonardo Souza & Alvaro Veiga & Marcelo C. Medeiros, 2002. "Evaluating the performance of GARCH models using White´s Reality Check," Textos para discussão 453, Department of Economics PUC-Rio (Brazil). [Downloadable!]
• Yacine Ait-Sahalia & Per A. Mykland, 2002. "The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions," NBER Technical Working Papers 0276, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Hyndman, R.J. & Billah, B., 2001. "Unmasking the Theta Method," Monash Econometrics and Business Statistics Working Papers 5/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Vahid, F. & Issler, J.V., 2001. "The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers 2/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• McLean, A., 2001. "On the Nature and Role of Hypothesis Tests," Monash Econometrics and Business Statistics Working Papers 4/2001, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Jan G. de Gooijer & Dawit Zerom, 2002. "On Conditional Density Estimation," Tinbergen Institute Discussion Papers 02-032/4, Tinbergen Institute. [Downloadable!]

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