Report NEP-ECM-2004-02-08

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The following items were anounced in this report:

• Einmahl, J.H.J. & Lin, T., 2003. "Asymptotic normality of extreme value estimators on C[0,1]," Discussion Paper 132, Tilburg University, Center for Economic Research. [Downloadable!]
• Daniel Levy & Hashem Dezhbakhsh, 2004. "On the Typical Spectral Shape of an Economic Variable," Macroeconomics 0402017, EconWPA. [Downloadable!]
• Jonathan B. Hill, 2004. "Consistent Model Specification Tests Against Smooth Transition Alternatives," Econometrics 0402004, EconWPA, revised 01 Mar 2004. [Downloadable!]
• Mehlum, Halvor, 2004. "Exact Small Sample Properties of the Instrumental Variable Estimator. A View From a Different Angle," Memorandum 03/2004, Oslo University, Department of Economics. [Downloadable!]
• René Garcia & Eric Ghysels & Éric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers 2004s-04, CIRANO. [Downloadable!]
• Victor Aguirregabiria, 2004. "Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems," Econometrics 0402003, EconWPA. [Downloadable!]
• Ralf BRUEGGEMANN & Helmut LUETKEPOHL & Pentti SAIKKONEN, 2004. "Residual Autocorrelation Testing for Vector Error Correction Models," Economics Working Papers ECO2004/08, European University Institute. [Downloadable!]
• Werker, B.J.M. & Vermandele, C. & Hallin, M., 2004. "Semiparametrically efficient inference based on signs and ranks for median restricted models," Discussion Paper 11, Tilburg University, Center for Economic Research. [Downloadable!]
• Lingjie Ma & Roger Koenker, 2004. "Quantile regression methods for recursive structural equation models," CeMMAP working papers CWP01/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

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