Report NEP-ECM-2004-07-17

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Other reports in NEP-ECM

The following items were anounced in this report:

• Meijer, Erik, 2004. "Computation of characteristics of value-of-time distributions and their standard errors," Research Report 04F09, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
• David F. Hendry & Carlos Santos, 2004. "Regression Models with Data-based Indicator Variables," Economics Papers 2004-W13, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Stéphane Bonhomme & Jean-Marc Robin, 2008. "Consistent noisy independent component analysis," CeMMAP working papers CWP04/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Pieralda FERRARI & Nadia SOLARO, 2004. "On parameters estimation procedures in multilevel models," Departemental Working Papers 2004-20, Department of Economics University of Milan Italy. [Downloadable!]
• Iván Fernández-Val & Frank Vella, 2007. "Bias corrections for two-step fixed effects panel data estimators," CeMMAP working papers CWP04/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Guillaume Chevillon & David F. Hendry, 2004. "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers 2004-W12, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Francis W. Ahking, 2004. "The Power of the "Objective" Bayesian Unit-Root Test," Working papers 2004-14, University of Connecticut, Department of Economics. [Downloadable!]
• Item repec:tky:fseres:2004cj113 is not listed on IDEAS anymore

• David F. Hendry & Hans-Martin Krolzig, 2004. "We Ran One Regression," Economics Papers 2004-W17, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Pesaran, M.H., 2003. "A Simple Panel Unit Root Test in the Presence of Cross Section Dependence," Cambridge Working Papers in Economics 0346, Faculty of Economics, University of Cambridge. [Downloadable!]
• fabio spagnolod & Zacharias Psaradakis & Martin Sola, 2003. "Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables," Public Policy Discussion Papers 03-15, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
• Lauren Bin Dong, 2004. "The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach," Econometrics Working Papers 0404, Department of Economics, University of Victoria. [Downloadable!]
• Tony Lancaster, 2006. "A note on bootstraps and robustness," CeMMAP working papers CWP04/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Segers, J., 2003. "Functionals of clusters of extremes," Discussion Paper 48, Tilburg University, Center for Economic Research. [Downloadable!]
• Jurgen A. Doornik & Neil Shephard & David F. Hendry, 2004. "Parallel Computation in Econometrics: A Simplified Approach," Economics Papers 2004-W16, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Stefan Mittnik & Peter Zadrozny, 2004. "Forecasting Quarterly German GDP at Monthly Intervals Using Monthly IFO Business Conditions Data," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• Giovanna NICOLINI & Anna LO PRESTI, 2003. "Estimation methods for mixed populations," Departemental Working Papers 2003-24, Department of Economics University of Milan Italy. [Downloadable!]
• Stefano Iacus, 2001. "Statistical analysis of the inhomogeneous telegrapher's process," Departemental Working Papers 2001-02, Department of Economics University of Milan Italy. [Downloadable!]
• Cantoni, Eva & de Luna, Xavier, 2004. "Non-parametric adjustment for covariates when estimating a treatment effect," Working Paper Series 2004:9, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
• David F. Hendry, 2004. "Robustifying Forecasts from Equilibrium-Correction Models," Economics Papers 2004-W14, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Contreras, P. & Satchell, S.E., 2003. "A Bayesian Confidence Interval for Value-at-Risk," Cambridge Working Papers in Economics 0348, Faculty of Economics, University of Cambridge. [Downloadable!]
• Dong, Fengxia & Featherstone, Allen, 2004. "Technical and Scale Efficiencies for Chinese Rural Credit Cooperatives: A Bootstrapping Approach in Data Envelopment Analysis," Staff General Research Papers 11992, Iowa State University, Department of Economics. [Downloadable!]
• Benoit Bellone & David Saint-Martin, 2004. "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics 0407001, EconWPA. [Downloadable!]

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