Report NEP-ECM-2006-02-26

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Other reports in NEP-ECM

The following items were anounced in this report:

• Miguel A. Delgado & Javier Hidalgo & Carlos Velasco, 2005. "Distribution Free Goodness-of-Fit Tests for Linear Processes," STICERD - Econometrics Paper Series /2005/482, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Bas Donkers & Marcia M Schafgans, 2005. "A method of moments estimator for semiparametric index models," STICERD - Econometrics Paper Series /2005/493, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Violetta Dalla & Javier Hidalgo, 2005. "A Parametric Bootstrap Test for Cycles," STICERD - Econometrics Paper Series /2005/486, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Item repec:cep:stiecm:\2006\497 is not listed on IDEAS anymore

• Myunghwan Seo, 2005. "Unit Root Test in a Threshold Autoregression: Asymptotic Theory and Residual-based Block Bootstrap," STICERD - Econometrics Paper Series /2005/484, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• James G. MacKinnon, 2006. "Bootstrap Methods in Econometrics," Working Papers 1028, Queen's University, Department of Economics. [Downloadable!]
• Javier Hidalgo, 2005. "Semiparametric Estimation for Stationary Processes whose Spectra have an Unknown Pole," STICERD - Econometrics Paper Series /2005/481, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Gunnar Bårdsen & Niels Haldrup, 2006. "A Gaussian IV estimator of cointegrating relations," Economics Working Papers 2006-03, School of Economics and Management, University of Aarhus. [Downloadable!]
• Yoshihiko Nishiyama & Peter M Robinson, 2005. "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," STICERD - Econometrics Paper Series /2005/483, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Joseph P. Romano & Michael Wolf, 2006. "Improved Nonparametric Confidence Intervals in Time Series Regressions," IEW - Working Papers iewwp273, Institute for Empirical Research in Economics - IEW. [Downloadable!]
• Jeff Racine & James G. MacKinnon, 2004. "Simulation-based Tests that Can Use Any Number of Simulations," Working Papers 1027, Queen's University, Department of Economics. [Downloadable!]
• Patrick Bajari & Han Hong, 2006. "Semiparametric Estimation of a Dynamic Game of Incomplete Information," NBER Technical Working Papers 0320, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Andrew J. Patton & Allan Timmermann, 2005. "Testable Implications of Forecast Optimality," STICERD - Econometrics Paper Series /2005/485, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Peter M Robinson & Paolo Zaffaroni, 2005. "Pseudo-Maximum Likelihood Estimation of ARCH(8) Models," STICERD - Econometrics Paper Series /2005/495, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Peter M Robinson, 2005. "Modelling Memory of Economic and Financial Time Series," STICERD - Econometrics Paper Series /2005/487, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Margarita Genius & Elisabetta Strazzera, 2005. "Modeling Elicitation effects in contingent valuation studies: a Monte Carlo Analysis of the bivariate approach," Working Paper CRENoS 200502, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
• Jay Shanken & Guofu Zhou, 2006. "Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations," NBER Working Papers 12055, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Katsumi Shimotsu & Morten Ørregaard Nielsen, 2006. "Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach," Working Papers 1029, Queen's University, Department of Economics. [Downloadable!]
• Segers, Johan, 2006. "Rare events, temporal dependence, and the extremal index," Discussion Paper 7, Tilburg University, Center for Economic Research. [Downloadable!]
• Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov, 2006. "Estimating Static Models of Strategic Interaction," NBER Working Papers 12013, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Russell Davidson & James G. MacKinnon, 2004. "The Case Against JIVE," Working Papers 1031, Queen's University, Department of Economics. [Downloadable!]
• Peter M Robinson & J Vidal Sanz, 2005. "Modified Whittle Estimation of Multilateral Models on a Lattice," STICERD - Econometrics Paper Series /2005/492, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Item repec:cep:stiecm:\2006\498 is not listed on IDEAS anymore

• Helena Veiga, 2006. "A Two Factor Long Memory Stochastic Volatility Model," Statistics and Econometrics Working Papers ws061303, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006. "Estimating Macroeconomic Models: A Likelihood Approach," NBER Technical Working Papers 0321, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Pedro N. Rodríguez, & Simón Sosvilla-Rivero, 2006. "Understanding and Forecasting Stock Price Changes," Working Papers 2006-03, FEDEA. [Downloadable!]
• Michael Greenacre, 2006. "Tying up the loose ends in simple correspondence analysis," Economics Working Papers 940, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• P. Jeganathan, 2006. "Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions," Cowles Foundation Discussion Papers 1558, Cowles Foundation, Yale University, revised Mar 2006. [Downloadable!]
• Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, School of Economics and Management, University of Aarhus. [Downloadable!]
• Konstantin A. Kholodilin, 2006. "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Discussion Papers of DIW Berlin 554, DIW Berlin, German Institute for Economic Research. [Downloadable!]
• Andrew Leigh & Justin Wolfers, 2006. "Competing Approaches to Forecasting Elections: Economic Models, Opinion Polling and Prediction Markets," NBER Working Papers 12053, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Nancy E. Reichman & Hope Corman & Kelly Noonan & Dhaval Dave, 2006. "Typically Unobserved Variables (TUVs) and Selection into Prenatal Inputs: Implications for Estimating Infant Health Production Functions," NBER Working Papers 12004, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

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