Report NEP-ECM-2005-10-29

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Other reports in NEP-ECM

The following items were anounced in this report:

• Guido W. Imbens & Whitney Newey & Geert Ridder, 2005. "Mean-square-error Calculations for Average Treatment Effects," IEPR Working Papers 05.34, Institute of Economic Policy Research (IEPR). [Downloadable!]
• Stephen Hall & James Mitchell, 2004. "Density Forecast Combination," NIESR Discussion Papers 249, National Institute of Economic and Social Research. [Downloadable!]
• Stephen Hall & James Mitchell, 2004. "Optimal combination of density forecasts," NIESR Discussion Papers 248, National Institute of Economic and Social Research. [Downloadable!]
• Andres Gonzalez & Timo Terasvirta & Dick van Dijk, 2005. "Panel Smooth Transition Regression Models," Research Paper Series 165, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Jörg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," IEPR Working Papers 05.32, Institute of Economic Policy Research (IEPR). [Downloadable!]
• Wan, Alan & Zou, Guohua & Banerjee, Anurag, 2004. "The Limiting Power of Autocorrelation Tests in Regression Models with Linear Restrictions," Discussion Paper Series In Economics And Econometrics 0405, Economics Division, School of Social Sciences, University of Southampton. [Downloadable!]
• Pitarakis, J., 2004. "Model Selection Uncertainty and Detection of Threshold Effects," Discussion Paper Series In Economics And Econometrics 0409, Economics Division, School of Social Sciences, University of Southampton. [Downloadable!]
• Yingyao Hu & Geert Ridder, 2005. "On Deconvolution as a First Stage Nonparametric Estimator," IEPR Working Papers 05.29, Institute of Economic Policy Research (IEPR). [Downloadable!]
• Cheng Hsiao, 2005. "Why Panel Data?," IEPR Working Papers 05.33, Institute of Economic Policy Research (IEPR). [Downloadable!]
• Oliver Blaskowitz & Helmut Herwartz & Gonzalo de Cadenas Santiago, 2005. "Modeling the FIBOR/EURIBOR Swap Term Structure: An Empirical Approach," SFB 649 Discussion Papers SFB649DP2005-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Matthias Fengler & Wolfgang Härdle & Enno Mammen, 2005. "A Dynamic Semiparametric Factor Model for Implied Volatility String Dynamics," SFB 649 Discussion Papers SFB649DP2005-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Sigbert Klinke & Uwe Ziegenhagen & Yuval Guri, 2005. "Yxilon – a Modular Open-Source Statistical Programming Language," SFB 649 Discussion Papers SFB649DP2005-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

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