Report NEP-ECM-2006-04-29

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The following items were anounced in this report:

• Ron Mittelhammer & George Judge & Douglas Miller & N. Scott Cardell, 2005. "Minimum Divergence Moment Based Binary Response Models: Estimation and Inference," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 998, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
• Nadia Solaro & Pier Alda Ferrari, 2005. "Robustness of parameter estimation procedures in multilevel models when random effects are MEP distributed," UNIMI - Research Papers in Economics, Business, and Statistics 1013, Universitá degli Studi di Milano. [Downloadable!]
• John Stachurski, 2006. "Computing the Distributions of Economic Models Via Simulation," Working Papers 615, Kyoto University, Institute of Economic Research. [Downloadable!]
• Erik Hjalmarsson, 2005. "Estimation of average local-to-unity roots in heterogenous panels," International Finance Discussion Papers 852, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Lesley Chiou & Joan Walker, 2005. "Masking Identification of Discrete Choice Models under Simulation Methods," Occidental Economics Working Papers 5, Occidental College, Department of Economics, revised May 2006. [Downloadable!]
• Erik Hjalmarsson, 2006. "New methods for inference in long-run predictive regressions," International Finance Discussion Papers 853, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Thanh Dinh Thi Huyen & Kleimeier Stefanie, 2006. "Credit Scoring for Vietnam’s Retail Banking Market: Implementation and Implications for Transactional versus Relationship Lending," Research Memoranda 012, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Erik Hjalmarsson, 2006. "Fully modified estimation with nearly integrated regressors," International Finance Discussion Papers 854, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Stefano Iacus & Giuseppe Porro, 2006. "Missing data imputation, classification, prediction and average treatment effect estimation via Random Recursive Partitioning," UNIMI - Research Papers in Economics, Business, and Statistics 1022, Universitá degli Studi di Milano. [Downloadable!]
• Peter Haan & Arne Uhlendorff, 2006. "Estimation of Multinomial Logit Models with Unobserved Heterogeneity Using Maximum Simulated Likelihood," Discussion Papers of DIW Berlin 573, DIW Berlin, German Institute for Economic Research. [Downloadable!]
• Cuong Le Van & John Stachurski, 2006. "Parametric Continuity of Stationary Distributions," Working Papers 616, Kyoto University, Institute of Economic Research. [Downloadable!]
• Kreider, Brent, 2006. "Partially Identifying the Prevalence of Health Insurance Given Contaminated Sampling Response Error," Staff General Research Papers 12588, Iowa State University, Department of Economics. [Downloadable!]
• Lokshin Boris, 2006. "Monte-Carlo comparison of alternative estimators for dynamic panel data models," Research Memoranda 014, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Item repec:dgr:kubcen:200627 is not listed on IDEAS anymore

• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006. "Nonparametric Tests for Treatment Effect Heterogeneity," IZA Discussion Papers 2091, Institute for the Study of Labor (IZA). [Downloadable!]
• Item repec:hhb:aaracc:07-003 is not listed on IDEAS anymore

• Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L., 2006. "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," Cambridge Working Papers in Economics 0634, Faculty of Economics, University of Cambridge. [Downloadable!]
• John Stachurski, 2006. "Necessary and Sufficient Conditions for Stability of Finite State Markov Chains," Working Papers 614, Kyoto University, Institute of Economic Research. [Downloadable!]
• Stefano Iacus & Giuseppe Porro, 2006. "Random recursive partitioning: a matching method for the estimation of the average treatment effect," UNIMI - Research Papers in Economics, Business, and Statistics 1018, Universitá degli Studi di Milano. [Downloadable!]
• Maximilian Auffhammer, 2005. "The Rationality of EIA Forecasts under Symmetric and Asymmetric Loss," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 1009, Department of Agricultural & Resource Economics, UC Berkeley. [Downloadable!]
• Stefano Iacus & Davide La Torre, 2006. "IFSM representation of Brownian motion with applications to simulation," UNIMI - Research Papers in Economics, Business, and Statistics 1016, Universitá degli Studi di Milano. [Downloadable!]
• Charpentier, Arthur & Segers, Johan, 2006. "Convergence of Archimedean copulas," Discussion Paper 28, Tilburg University, Center for Economic Research. [Downloadable!]
• Helena Veiga, 2006. "Volatility Forecasts: A Continuous Time Model Versus Discrete Time Models1," Statistics and Econometrics Working Papers ws062509, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Erik Hjalmarsson, 2006. "Should we expect significant out-of-sample results when predicting stock returns?," International Finance Discussion Papers 855, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Eric Ghysels & Jonathan H. Wright, 2006. "Forecasting professional forecasters," Finance and Economics Discussion Series 2006-10, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

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