Report NEP-ECM-2006-04-22

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The following items were anounced in this report:

• Laura Mayoral, 2006. "Minimum Distance Estimation of stationary and non-stationary ARFIMA Processes," Economics Working Papers 959, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Hugo Kruiniger, 2006. "GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data," Working Papers 560, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Quoreshi, Shahiduzzaman, 2006. "LongMemory, Count Data, Time Series Modelling for Financial Application," UmeÃ¥ Economic Studies 673, Umeå University, Department of Economics. [Downloadable!]
• Kapetanios, George & Marcellino, Massimiliano, 2006. "A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions," CEPR Discussion Papers 5620, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Ai Deng & Pierre Perron, 2005. "A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change," Boston University - Department of Economics - Working Papers Series WP2005-047, Boston University - Department of Economics. [Downloadable!]
• Laura Mayoral, 2005. "Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks," Economics Working Papers 956, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005. "Testing I(1) against I(d) alternatives in the presence of deteministic components," Economics Working Papers 957, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Quoreshi, Shahiduzzaman, 2006. "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," UmeÃ¥ Economic Studies 674, Umeå University, Department of Economics. [Downloadable!]
• Heiss, Florian & Winschel, Viktor, 2006. "Estimation with Numerical Integration on Sparse Grids," Discussion Papers in Economics 916, University of Munich, Department of Economics. [Downloadable!]
• Eva Cantoni & Joanna Mills Flemming & Elvezio Ronchetti, 2006. "Variable Selection in Additive Models by Nonnegative Garrote," Cahiers du Département d'Econométrie 2006.02, Département d'Econométrie, Université de Genève. [Downloadable!]
• Li-Chun Zhang and Ib Thomsen, 2005. "A prediction approach to sampling design," Discussion Papers 440, Research Department of Statistics Norway. [Downloadable!]
• Gang Liu, Terje Skjerpen, Anders Rygh Swensen and Kjetil Telle, 2006. "Unit Roots, Polynomial Transformations and the Environmental Kuznets Curve," Discussion Papers 443, Research Department of Statistics Norway. [Downloadable!]
• Juan J. Dolado & Jesús Gonzalo & Laura Mayoral, 2005. "What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks," Economics Working Papers 954, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Laura Mayoral, 2005. "Further evidence on the statistical properties of Real GNP," Economics Working Papers 955, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2006. [Downloadable!]
• Brännäs, Kurt & Lönnbark, Carl, 2006. "Effects of Explanatory Variables in Count Data Moving Average Models," UmeÃ¥ Economic Studies 679, Umeå University, Department of Economics. [Downloadable!]
• Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006. "Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk," Tinbergen Institute Discussion Papers 06-024/2, Tinbergen Institute, revised 27 Mar 2006. [Downloadable!]
• Frits Bijleveld & Jacques Commandeur & Phillip Gould & Siem Jan Koopman, 2005. "Model-based Measurement of Latent Risk in Time Series with Applications," Tinbergen Institute Discussion Papers 05-118/4, Tinbergen Institute. [Downloadable!]
• Roberto Patuelli & Aura Reggiani & Peter Nijkamp & Uwe Blien, 2006. "New Neural Network Methods for Forecasting Regional Employment: An Analysis of German Labour Markets," Tinbergen Institute Discussion Papers 06-020/3, Tinbergen Institute. [Downloadable!]
• Elena Pesavento & Barbara Rossi, 2006. "Impulse Responses Confidence Intervals for Persistent Data: What Have We Learned?," Emory Economics 0603, Department of Economics, Emory University (Atlanta). [Downloadable!]
• H.P. Boswijk & D. Fok & P.-H. Franses, 2006. "A New Multivariate Product Growth Model," Tinbergen Institute Discussion Papers 06-027/4, Tinbergen Institute. [Downloadable!]
• Duangkamon Chotikapanich & William E. Griffiths, 2006. "Bayesian Assessment of Lorenz and Stochastic Dominance in Income Distributions," Department of Economics - Working Papers Series 960, The University of Melbourne. [Downloadable!]
• Miguel Carriquiry & Bruce A. Babcock & Chad E. Hart, 2005. "Using a Farmer's Beta for Improved Estimation of Actual Production History (APH) Yields," Center for Agricultural and Rural Development (CARD) Publications 05-wp387, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
• Tony Lancaster & Sung Jae Jun, 2006. "Bayesian quantile regression," CeMMAP working papers CWP05/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
• Nabil Annabi & John Cockburn & Bernard Decaluwé, 2006. "Functional Forms and Parametrization of CGE Models," Cahiers de recherche MPIA 2006-04, PEP-MPIA. [Downloadable!]
• José Luis Moraga-González & Matthijs R. Wildenbeest, 2006. "Maximum Likelihood Estimation of Search Costs," Tinbergen Institute Discussion Papers 06-019/1, Tinbergen Institute. [Downloadable!]
• Francois-Éric Racicot & Raymond Théoret, 2006. "La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)," RePAd Working Paper Series UQO-DSA-wp052006, Département des sciences administratives, UQO. [Downloadable!]

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