Report NEP-ECM-2004-11-07

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Other reports in NEP-ECM

The following items were anounced in this report:

• George Kapetanios, 2004. "A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units," Working Papers 523, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Lu Tian & Tianxi Cai, 2004. "On the Accelerated Failure Time Model for Current Status and Interval Censored Data," Harvard University Biostatistics Working Paper Series 1014, Berkeley Electronic Press. [Downloadable!]
• Karlyn Mitchell & Douglas K. Pearce, 2004. "Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists," Working Paper Series 004, North Carolina State University, Department of Economics. [Downloadable!]
• Yi Li & Jin Feng, 2004. "A Nonparametric Comparison of Conditional Distributions with Nonnegligible Cure Fractions," Harvard University Biostatistics Working Paper Series 1009, Berkeley Electronic Press. [Downloadable!]
• Lu Tian & David Zucker & L. J. Wei, 2004. "On the Cox Model with Time-Varying Regression Coefficients," Harvard University Biostatistics Working Paper Series 1004, Berkeley Electronic Press. [Downloadable!]
• Yuhyun Park & Lu Tian & L. J. Wei, 2004. "One- and Two-Sample Nonparametric Inference Procedures in the Presence of Dependent Censoring," Harvard University Biostatistics Working Paper Series 1012, Berkeley Electronic Press. [Downloadable!]
• E. Andres Houseman & Brent Coull & James Shine, 2004. "A Nonstationary Negative Binomial Time Series with Time-Dependent Covariates: Enterococcus Counts in Boston Harbor," Harvard University Biostatistics Working Paper Series 1017, Berkeley Electronic Press. [Downloadable!]
• Lu Tian & Jun Liu & Mary Zhao & L. J. Wei, 2004. "Statistical Inferences Based On Non-Smooth Estimating Functions," Harvard University Biostatistics Working Paper Series 1005, Berkeley Electronic Press. [Downloadable!]
• George Kapetanios, 2004. "A New Method for Determining the Number of Factors in Factor Models with Large Datasets," Working Papers 525, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Klaus Abberger, 2004. "Nonparametric Regression and the Detection of Turning Points in the Ifo Business Climate," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
• George Kapetanios & Tony Yates, 2004. "Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models," Working Papers 520, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Richard Harrison & George Kapetanios & Tony Yates, 2004. "Forecasting with Measurement Errors in Dynamic Models," Working Papers 521, Queen Mary, University of London, Department of Economics. [Downloadable!]
• D. S. Poskitt, 2004. "On The Identification and Estimation of Partially Nonstationary ARMAX Systems," Monash Econometrics and Business Statistics Working Papers 20/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• E. Andres Houseman, 2004. "A Robust Regression Model for a First-Order Autoregressive Time Series with Unequal Spacing: Technical Report," Harvard University Biostatistics Working Paper Series 1016, Berkeley Electronic Press. [Downloadable!]
• Segers, J.J.J., 2004. "Non-parametric inference for bivariate extreme-value copulas," Discussion Paper 91, Tilburg University, Center for Economic Research. [Downloadable!]
• Georgios Chortareas & George Kapetanios, 2004. "How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP," Working Papers 522, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Lu Tian & Wei Wang & L. J. Wei, 2004. "Estimating Predictors for Long- Or Short-Term Survivors," Harvard University Biostatistics Working Paper Series 1008, Berkeley Electronic Press. [Downloadable!]
• D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• George Kapetanios, 2004. "On Testing for Diagonality of Large Dimensional Covariance Matrices," Working Papers 526, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Charlotte S. Hansen & Bjorn E. Tuypens, 2004. "Long-Run Regressions: Theory and Application to US Asset Markets," Finance 0410018, EconWPA. [Downloadable!]
• Xiaochun Li & Ronghui Xu, 2004. "Empirical and Kernel Estimation of Covariate Distribution Conditional on Survival Time," Harvard University Biostatistics Working Paper Series 1011, Berkeley Electronic Press. [Downloadable!]
• Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, EconWPA. [Downloadable!]
• E. Andres Houseman & Louise Ryan & Brent Coull, 2004. "Cholesky Residuals for Assessing Normal Errors in a Linear Model with Correlated Outcomes: Technical Report," Harvard University Biostatistics Working Paper Series 1019, Berkeley Electronic Press. [Downloadable!]
• Raats, V.M., 2004. "Approximations of the generalized wilks' distribution," Discussion Paper 85, Tilburg University, Center for Economic Research. [Downloadable!]
• Hongyu Jiang & Jason Fine & Richard Chappell, 2004. "Semiparametric Methods for Semi-competing Risks Problem with Censoring and Truncation," Harvard University Biostatistics Working Paper Series 1015, Berkeley Electronic Press. [Downloadable!]
• Antoni Espasa & Rebeca Albacete, 2004. "CONSIDERATIONS ON ECONOMIC FORECASTING: METHOD DEVELOPED IN THE BULLETIN OF EU and US INFLATION AND MACROECONOMIC ANALYSIS," Statistics and Econometrics Working Papers ws045013, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Yi Li & Louise Ryan, 2004. "Survival Analysis with Heterogeneous Covariate Measurement Error," Harvard University Biostatistics Working Paper Series 1010, Berkeley Electronic Press. [Downloadable!]

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