Report NEP-ECM-2004-09-05

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Other reports in NEP-ECM

The following items were anounced in this report:

• Eva Cantoni & Elvezio Ronchetti, 2004. "A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures," Cahiers du Département d'Econométrie 2004.03, Département d'Econométrie, Université de Genève. [Downloadable!]
• Ram Bhar & Carl Chiarella & Thuy-Duong To, 2004. "Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets," Finance 0409003, EconWPA. [Downloadable!]
• Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics. [Downloadable!]
• Evzen Kocenda & Lubos Briatka, 2004. "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics 0409001, EconWPA. [Downloadable!]
• Darrell Duffie & Yeneng Sun, 2004. "The Exact Law of Large Numbers for Independent Random Matching," Levine's Bibliography 122247000000000328, UCLA Department of Economics. [Downloadable!]
• Bo E. Honoré & Adriana Lleras-Muney, 2004. "Bounds in Competing Risks Models and the War on Cancer," CAM Working Papers 2004-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
• Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2004. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Cahiers du Département d'Econométrie 2004.04, Département d'Econométrie, Université de Genève. [Downloadable!]
• Irini Moustaki & Maria-Pia Victoria-Feser, 2004. "Bounded-Bias Robust Estimation in Generalized Linear Latent Variable Models," Cahiers du Département d'Econométrie 2004.02, Département d'Econométrie, Université de Genève. [Downloadable!]
• Rosario Dell'Aquila & Elvezio Ronchetti, 2004. "Stock and Bond Return Predictability : The Discrimination Power of Model Selection Criteria," Cahiers du Département d'Econométrie 2004.05, Département d'Econométrie, Université de Genève. [Downloadable!]
• Jaya Krishnakumar, 2003. "Time Invariant Variables and Panel Data Models : A Generalised Frisch-Vaugh Theorem and its Implications," Cahiers du Département d'Econométrie 2004.01, Département d'Econométrie, Université de Genève. [Downloadable!]
• Bo E. Honoré & Luojia Hu, 2004. "Estimation of Discrete Time Duration Models with Grouped Data," CAM Working Papers 2004-07, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
• Ralph D. Snyder, 2004. "Exponential Smoothing: A Prediction Error Decomposition Principle," Monash Econometrics and Business Statistics Working Papers 15/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Mette Ejrnæs & Anders Holm, 2004. "Comparing Fixed Effects and Covariance Structure Estimators," CAM Working Papers 2004-02, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]

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