Report NEP-ECM-2004-03-03

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Other reports in NEP-ECM

The following items were anounced in this report:

• Steve Lawford, 2004. "Finite-sample quantiles of the Jarque-Bera test," Public Policy Discussion Papers 04-03, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
• Ahlgren, Niklas & Nyblom, Jukka, 2003. "A General Test for the Cointegrating Rank in Vector Autoregressive Models," Working Papers 499, Hanken School of Economics.
• Eklund, Bruno & Teräsvirta, Timo, 2003. "Testing constancy of the error covariance matrix in vector models," Working Paper Series in Economics and Finance 549, Stockholm School of Economics, revised 18 Jan 2006. [Downloadable!]
• Ole E. Barndorff-Nielsen & Neil Shephard, 2004. "A Feasible Central Limit Theory for Realised Volatility Under Leverage," Economics Papers 2004-W03, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Andy Bauer & Nicholas Haltom & Juan Francisco Rubio-Ramirez, 2003. "Using the Kalman filter to smooth the shocks of a dynamic stochastic general equilibrium model," Working Paper 2003-32, Federal Reserve Bank of Atlanta. [Downloadable!]
• Charles S. Bos & Neil Shephard, 2004. "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers 2004-W02, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• van den Berg, Gerard J & van Lomwel, A Gijsbert C & van Ours, Jan C, 2003. "Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations," CEPR Discussion Papers 4120, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Marcet, Albert & Ravn, Morten O., 2004. "The HP-Filter in Cross-Country Comparisons," CEPR Discussion Papers 4244, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Bofinger, Peter & Leitner, Johannes & Schmidt, Robert, 2004. "Biases of Professional Exchange Rate Forecasts: Psychological Explanations and an Experimentally-Based Comparison to Novices," CEPR Discussion Papers 4230, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Forni, Mario & Lippi, Marco & Reichlin, Lucrezia, 2003. "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers 4133, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Stephane Hess & John Polak, 2003. "An alternative method to the scrambled Halton sequence for removing correlation between standard Halton sequences in high dimensions," ERSA conference papers ersa03p406, European Regional Science Association. [Downloadable!]
• Schlicht, Ekkehart, 2004. "Estimating the Smoothing Parameter in the So-Called Hodrick-Prescott Filter," Discussion Papers in Economics 304, University of Munich, Department of Economics. [Downloadable!]
• Beyer, Andreas & Farmer, Roger E A, 2003. "Identifying the Monetary Transmission Mechanism Using Structural Breaks," CEPR Discussion Papers 4106, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Harry Bowen & Margarethe Wiersema, 2003. "Modelling limited dependent variables: methods and guidelines for researchers in strategic management," Vlerick Leuven Gent Management School Working Paper Series 2003-30, Vlerick Leuven Gent Management School. [Downloadable!]
• Jorgen Lauridsen & Reinhold Kosfeld, 2003. "A Test Strategy for Spurious Spatial Regression, Spatial Nonstationarity, and Spatial Cointegration," ERSA conference papers ersa03p42, European Regional Science Association. [Downloadable!]
• David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W04, Economics Group, Nuffield College, University of Oxford. [Downloadable!]

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