Report NEP-ECM-2004-10-21

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Other reports in NEP-ECM

The following items were anounced in this report:

• Ana Ferreira & Casper G. de Vries, 2004. "Optimal Confidence Intervals for the Tail Index and High Quantiles," Tinbergen Institute Discussion Papers 04-090/2, Tinbergen Institute. [Downloadable!]
• John C. Williams, 2004. "Robust estimation and monetary policy with unobserved structural change," Working Papers in Applied Economic Theory 2004-11, Federal Reserve Bank of San Francisco. [Downloadable!]
• Valentina Corradi & Norman Swanson, 2004. "Predictive Density Evaluation," Departmental Working Papers 200419, Rutgers University, Department of Economics. [Downloadable!]
• Raats, V.M. & Moors, J.J.A. & Genugten, B.B. van der, 2004. "A mixed model for double checking fallible auditors," Discussion Paper 82, Tilburg University, Center for Economic Research. [Downloadable!]
• Mototsugu Shintani, 2004. "A Dynamic Factor Approach to Nonlinear Stability Analysis," Levine's Bibliography 122247000000000621, UCLA Department of Economics. [Downloadable!]
• Dimitris Politis, 2004. "A heavy-tailed distribution for ARCH residuals with application to volatility prediction," University of California at San Diego, Economics Working Paper Series 2004-01, Department of Economics, UC San Diego. [Downloadable!]
• Martin Schneider & Martin Spitzer, 2004. "Forecasting Austrian GDP using the generalized dynamic factor model," Working Papers 89, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
• Yoichi Arai, 2004. "Testing for Linearity in Regressions with I(1) processes," CIRJE F-Series CIRJE-F-303, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Guglielmo Maria Caporale & Mario Cerrato, 2004. "Panel Data Tests Of Ppp: A Critical Overview," Economics and Finance Discussion Papers 04-18, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
• Clive Granger, 2004. "Time Series Analysis, Cointegration, and Applications," University of California at San Diego, Economics Working Paper Series 2004-02, Department of Economics, UC San Diego. [Downloadable!]
• Mushkudiani, N.A. & Einmahl, J.H.J., 2004. "Generalized probability-probability plots," Discussion Paper 84, Tilburg University, Center for Economic Research. [Downloadable!]
• Diana Weinhold, 2004. "A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data," Econometrics 0410003, EconWPA. [Downloadable!]
• Raats, V.M. & Genugten, B.B. van der & Moors, J.J.A., 2004. "Asymptotics of multivariate regression with consecutively added dependent variables," Discussion Paper 77, Tilburg University, Center for Economic Research. [Downloadable!]
• Evens SALIES, 2004. "On the stability of recursive least squares in the Gauss-Markov model," Econometrics 0410007, EconWPA. [Downloadable!]
• Valentina Corradi & Norman Swanson, 2004. "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers 200418, Rutgers University, Department of Economics. [Downloadable!]
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
• Neil Ericsson, 2004. "The ET interview: professor David F. Hendry," International Finance Discussion Papers 811, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Graham Elliott & Michael Jansson & Elena Pesavento, 2004. "Optimal Power for Testing Potential Cointegrating Vectors with Known," University of California at San Diego, Economics Working Paper Series 2004-08, Department of Economics, UC San Diego. [Downloadable!]
• Andreas Fischer & Marlene Amstad, 2004. "Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment," Working Papers 04.06, Swiss National Bank, Study Center Gerzensee. [Downloadable!]
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers 04-17, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
• Graham Elliott & Ulrich Muller, 2004. "Confidence Sets for the Date of a Single Break in Linear Time Series Regressions," University of California at San Diego, Economics Working Paper Series 2004-10, Department of Economics, UC San Diego. [Downloadable!]
• Marc-Andreas Muendler, 2004. "Estimating Production Functions When Productivity Change Is Endogenous," University of California at San Diego, Economics Working Paper Series 2004-05, Department of Economics, UC San Diego. [Downloadable!]
• Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Economics and Finance Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
• Dimitris Politis, 2004. "Model-Free Volatility Prediction," University of California at San Diego, Economics Working Paper Series 2003-16, Department of Economics, UC San Diego. [Downloadable!]
• John M. Maheu & Stephen Gordon, 2004. "Learning, Forecasting and Structural Breaks," Cahiers de recherche 0422, CIRPEE. [Downloadable!]

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