Report NEP-ECM-2006-02-12

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Other reports in NEP-ECM

The following items were anounced in this report:

• Samuel Copt & Stephane Heritier, 2006. "Robust MM-Estimation and Inference in Mixed Linear Models," Cahiers du Département d'Econométrie 2006.01, Département d'Econométrie, Université de Genève. [Downloadable!]
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005. "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series rp159, International Center for Financial Asset Management and Engineering. [Downloadable!]
• Timothy Halliday, 2006. "Identifying State Dependence in Non-Stationary Processes," Working Papers 200601, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
• Gianni Amisano & Raffaella Giacomini, 2005. "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics. [Downloadable!]
• Michal Benko & Wolfgang Härdle & Alois Kneip, 2006. "Common Functional Principal Components," SFB 649 Discussion Papers SFB649DP2006-010, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Russell Davidson & James G. MacKinnon, 2006. "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Working Papers 1024, Queen's University, Department of Economics. [Downloadable!]
• Stefan Boes, 2004. "Empirical Likelihood in Count Data Models: The Case of Endogenous Regressors," Working Papers 0404, University of Zurich, Socioeconomic Institute. [Downloadable!]
• Kazuhiko Hayakawa, 2006. "Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present," Hi-Stat Discussion Paper Series d05-130, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Giovanni Forchini, 2006. "The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation," Monash Econometrics and Business Statistics Working Papers 1/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," UWO Department of Economics Working Papers 20064, University of Western Ontario, Department of Economics. [Downloadable!]
• James G. MacKinnon, 2006. "Applications of the Fast Double Bootstrap," Working Papers 1023, Queen's University, Department of Economics. [Downloadable!]
• Simone Manganelli, 2006. "A new theory of forecasting," Working Paper Series 584, European Central Bank. [Downloadable!]
• Kreider, Brent & Pepper, John V., 2006. "Identification of Expected Outcomes in a Data Error Mixing Model with Multiplicative Mean Independence," Staff General Research Papers 12496, Iowa State University, Department of Economics. [Downloadable!]
• Hendry, David F & Hubrich, Kirstin, 2006. "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers 5485, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Markku Lanne & Pentti Saikkonen, 2005. "Modeling Conditional Skewness in Stock Returns," Economics Working Papers ECO2005/14, European University Institute. [Downloadable!]
• Markku Lanne & Helmut Luetkepohl, 2005. "Structural Vector Autoregressions with Nonnormal Residuals," Economics Working Papers ECO2005/25, European University Institute. [Downloadable!]
• Kazuhiko Hayakawa, 2006. "The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large," Hi-Stat Discussion Paper Series d05-129, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Stefan Boes & Rainer Winkelmann, 2005. "Ordered Response Models," Working Papers 0507, University of Zurich, Socioeconomic Institute. [Downloadable!]
• Katy Streso & Francesco Lagona, 2005. "Hidden Markov random field and FRAME modelling for TCA-image analysis," MPIDR Working Papers WP-2005-032, Max Planck Institute for Demographic Research, Rostock, Germany. [Downloadable!]
• Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2006. "VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings," SFB 649 Discussion Papers SFB649DP2006-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Maxim S. Finkelstein & Veronica Esaulova, 2005. "Asymptotic behavior of mixture failure rates," MPIDR Working Papers WP-2005-023, Max Planck Institute for Demographic Research, Rostock, Germany. [Downloadable!]

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