Report NEP-ECM-2003-02-26

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

• Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2002. "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers 3432, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Makoto Abe & Yasemin Boztug & Lutz Hildebrandt, 2003. "Investigating the Competitive Assumption of Multinomial Logit Models of Brand Choice by Nonparametric Modeling," CIRJE F-Series CIRJE-F-193, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C, 2002. "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers 3403, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• James J. Heckman & Salvador Navarro-Lozano, 2003. "Using Matching, Instrumental Variables and Control Functions to Estimate Economic Choice Models," NBER Working Papers 9497, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Joachim Grammig & Erik Theissen, 2003. "Estimating the Probability of Informed Trading - Does Trade Misclassification Matter?," University of St. Gallen Department of Economics working paper series 2003 2003-01, Department of Economics, University of St. Gallen. [Downloadable!]
• Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002. "Modeling and Forecasting Realized Volatility," Working Papers 02-12, Duke University, Department of Economics. [Downloadable!]
• Makoto Abe, 2003. "A Two-Stage Prediction Model for Web Page Transition," CIRJE F-Series CIRJE-F-194, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Z. Sandor & P. Andras, 2003. "Alternative sampling methods for estimating multivariate normal probabilities," Econometric Institute Report 305, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Peter M. Summers, 2003. "Bayesian Evidence on the Structure of Unemployment," Melbourne Institute Working Paper Series wp2003n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
• Peter C.B. Phillips, 2003. "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers 1397, Cowles Foundation, Yale University. [Downloadable!]
• Roosen, Jutta & Hennessy, David A., 2003. "Testing for the Monotone Likelihood Ratio Assumption," Staff General Research Papers 10193, Iowa State University, Department of Economics.
• Marcellino, Massimiliano, 2002. "Forecast Pooling for Short Time Series of Macroeconomic Variables," CEPR Discussion Papers 3313, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Segers, J. & Cuntz, A. & Haeusler, E., 2003. "Edgeworth expansions for the distribution function of the hill estimator," Discussion Paper 8, Tilburg University, Center for Economic Research. [Downloadable!]
• Elizabeth Ann Maharaj, 2003. "Using Evolutionary Spectra to Forecast Time Series," Monash Econometrics and Business Statistics Working Papers 4/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2003. "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers 5/03, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

This page was last updated on 2009-11-22.