Report NEP-ECM-2004-05-16

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Other reports in NEP-ECM

The following items were anounced in this report:

• Antoni Bosch-Domènech & José Garcia Montalvo & Rosemarie Nagel & Albert Satorra, 2004. "Finite Mixture Analysis of Beauty-Contest Data from Multiple Samples," Economics Working Papers 737, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Michel Van de Velden & Tammo Bijmolt, 2003. "Generalized Canonical Correlation Analysis of Matrices with Different Row and Column Orders," Economics Working Papers 696, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Anders Eriksson & Lars Forsberg & Eric Ghysels, 2004. "Approximating the Probability Distribution of Functions of Random Variables: A New Approach," CIRANO Working Papers 2004s-21, CIRANO. [Downloadable!]
• Olivier Ledoit & Michael Wolf, 2003. "Honey, I Shrunk the Sample Covariance Matrix," Economics Working Papers 691, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Joseph Romano & Michael Wolf, 2003. "Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing," Economics Working Papers 727, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Elena Andreou & Eric Ghysels, 2004. "The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests," CIRANO Working Papers 2004s-25, CIRANO. [Downloadable!]
• Àlex Costa & Albert Satorra & Eva Ventura, 2003. "An Empirical Evaluation of Small Area Estimators," Economics Working Papers 674, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 2003. [Downloadable!]
• Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004. "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Working Paper 2004-3, Federal Reserve Bank of Atlanta. [Downloadable!]
• James Morley & Jeremy M. Piger, 2005. "A steady-state approach to trend/cycle decomposition of regime-switching processes," Working Papers 2004-006, Federal Reserve Bank of St. Louis. [Downloadable!]
• Chambers, M.J. & McCrorie, J.R., 2004. "Identification and estimation of exchange rate models with unobservable fundamentals," Discussion Paper 38, Tilburg University, Center for Economic Research. [Downloadable!]
• Joseph P. Romano & Michael Wolf, 2003. "Stepwise Multiple Testing as Formalized Data Snooping," Economics Working Papers 712, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Markku Lanne, 2004. "Nonlinear dynamics of interest rate and inflation," Macroeconomics 0405014, EconWPA. [Downloadable!]
• Maia Güell & Luojia Hu, 2003. "Estimating the Probability of Leaving Unemployment Using Uncompleted Spells from Repeated Cross-section Data," Economics Working Papers 688, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," CIRANO Working Papers 2004s-19, CIRANO. [Downloadable!]
• Elena Andreou & Eric Ghysels, 2004. "Monitoring for Disruptions in Financial Markets," CIRANO Working Papers 2004s-26, CIRANO. [Downloadable!]
• McCrorie, J.R. & Chambers, M.J., 2004. "Granger causality and the sampling of economic processes," Discussion Paper 39, Tilburg University, Center for Economic Research. [Downloadable!]
• Jesús Fernández-Villaverde & Juan Francisco Rubio-Ramírez, 2004. "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," Working Paper 2004-1, Federal Reserve Bank of Atlanta. [Downloadable!]
• Chambers, M.J. & McCrorie, J.R., 2004. "Frequency domain gaussian estimation of temporally aggregated cointegrated systems," Discussion Paper 40, Tilburg University, Center for Economic Research. [Downloadable!]
• Àlex Costa & Albert Satorra & Eva Ventura, 2003. "Using Composite Estimators to Improve both Domain and Total Area Estimation," Economics Working Papers 731, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," UmeÃ¥ Economic Studies 637, Umeå University, Department of Economics. [Downloadable!]
• Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "The MIDAS Touch: Mixed Data Sampling Regression Models," CIRANO Working Papers 2004s-20, CIRANO. [Downloadable!]
• Mogens Fosgerau & Thomas Bue Bjørner, 2004. "Joint models for noise annoyance and WTP for road noise reduction," Others 0405001, EconWPA. [Downloadable!]
• Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2004. "Forecasting Macroeconomic Variables for the Acceding Countries," Working Papers 260, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]

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