Report NEP-ECM-2004-12-02

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Other reports in NEP-ECM

The following items were anounced in this report:

• Jean-Pierre Florens & Marine Carrasco, 2004. "On the Asymptotic Efficiency of GMM," Econometric Society 2004 North American Winter Meetings 436, Econometric Society. [Downloadable!]
• Item repec:cte:wbrepe:wb045922 is not listed on IDEAS anymore

• Heather M. Anderson & Chin Nam Low, 2004. "Random Walk Smooth Transition Autoregressive Models," Monash Econometrics and Business Statistics Working Papers 22/04, Monash University, Department of Econometrics and Business Statistics, revised May 2005. [Downloadable!]
• Edith Madsen, 2004. "Estimating Cointegrating Relations from a Cross Section," CAM Working Papers 2004-21, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
• Christian M. Hafner, 2004. "Temporal aggregation of multivariate GARCH processes," Econometric Society 2004 North American Winter Meetings 538, Econometric Society. [Downloadable!]
• Allan Timmermann & Andrew J. Patton, 2004. "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings 234, Econometric Society. [Downloadable!]
• Magnus, J.R. & Vasnev, A.L., 2004. "Local sensitivity and diagnostic tests," Discussion Paper 105, Tilburg University, Center for Economic Research. [Downloadable!]
• John Hunter & Mark Simpson, 2004. "The specification of cross exchange rate equations used to test Purchasing Power Parity," Public Policy Discussion Papers 04-22, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
• Mercedes Esteban-Bravo & Jose M. Vidal-Sanz, 2004. "Worst-Case Estimation And Asymptotic Theory For Models With Unobservables," Business Economics Working Papers wb045518, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
• Russell Davidson & Emmanuel Flachaire, 2004. "Asymptotic and bootstrap inference for inequality and poverty measures," Cahiers de la Maison des Sciences Economiques v04100, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Economics and Finance Discussion Papers 04-15, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
• Richard Luger, 2004. "Exact Permutation Tests for Non-nested Non-linear Regression Models," Emory Economics 0419, Department of Economics, Emory University (Atlanta). [Downloadable!]
• David F. Hendry, 2004. "Unpredictability and the Foundations of Economic Forecasting," Economics Papers 2004-W15, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Jesus LOPEZ FIDALGO & Chiara TOMMASI & Paula Camelia TRANDAFIR, 2004. "T-optimality: a stopping rule for a first order algorithm," Departemental Working Papers 2004-30, Department of Economics University of Milan Italy. [Downloadable!]
• Walter Beckert & Daniel McFadden, 2004. "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance 0405, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
• Stepana Lazarova, 2004. "Testing for structural change in regression with long memory processes," Econometric Society 2004 North American Winter Meetings 501, Econometric Society. [Downloadable!]
• Frank Schorfheide & Hyungsik Roger Moon, 2004. "Bayesian Inference for Econometric Models using Empirical Likelihood Functions," Econometric Society 2004 North American Winter Meetings 284, Econometric Society. [Downloadable!]
• Jose M. Vidal-Sanz, 2004. "Pointwise Universal Consistency Of Nonparametric Linear Estimators," Business Economics Working Papers wb045821, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
• Simon M. Potter & Edward E. Leamer, 2004. "A Nonlinear Model of the Business Cycle," Econometric Society 2004 North American Winter Meetings 490, Econometric Society. [Downloadable!]
• Heather M. Anderson & Chin Nam Low & Ralph Snyder, 2004. "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Monash Econometrics and Business Statistics Working Papers 21/04, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Michael Greenacre, 2004. "Weighted Metric Multidimensional Scaling," Economics Working Papers 777, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Walter Beckert & Richard Blundell, 2004. "Invertibility of Nonparametric Stochastic Demand Functions," Birkbeck Working Papers in Economics and Finance 0406, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]
• Robert de Jong, 2004. "Nonlinear estimators with integrated regressors but without exogeneity," Econometric Society 2004 North American Winter Meetings 324, Econometric Society. [Downloadable!]
• Roel C.A. Oomen, 2004. "Statistical Models for High Frequency Security Prices," Econometric Society 2004 North American Winter Meetings 77, Econometric Society. [Downloadable!]
• Einmahl, J.H.J. & Rosalsky, A., 2004. "General weak laws of large numbers for bootstrap sample means," Discussion Paper 112, Tilburg University, Center for Economic Research. [Downloadable!]
• Luc Bauwens & Jeroen Rombouts, 2004. "Bayesian Clustering Of Similar Multivariate Garch Models," Econometric Society 2004 North American Winter Meetings 370, Econometric Society. [Downloadable!]

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