Report NEP-ECM-2006-05-13

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The following items were anounced in this report:

• Westerlund, Joakim & Edgerton, David, 2006. "Simple Tests for Cointegration in Dependent Panels with Structural Breaks," Working Papers 2006:13, Lund University, Department of Economics, revised 28 Jan 2007.
• Lorenzo Cappellari & Stephen P. Jenkins, 2006. "Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation," IZA Discussion Papers 2112, Institute for the Study of Labor (IZA). [Downloadable!]
• Jörg Polzehl & Vladimir Spokoiny, 2006. "Varying coefficient GARCH versus local constant volatility modeling. Comparison of the predictive power," SFB 649 Discussion Papers SFB649DP2006-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Grigori Milstein & John Schoenmakers & Vladimir Spokoiny, 2006. "Forward and reverse representations for Markov chains," SFB 649 Discussion Papers SFB649DP2006-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Gilles Blanchard & Motoaki Kawanabe & Masashi Sugiyama & Vladimir Spokoiny & Klaus-Robert Müller, 2005. "In Search of Non-Gaussian Components of a High-Dimensional Distribution," SFB 649 Discussion Papers SFB649DP2006-040, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Denis Belomestny & Vladimir Spokoiny, 2006. "Spatial aggregation of local likelihood estimates with applications to classification," SFB 649 Discussion Papers SFB649DP2006-036, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Rodney W. Strachan, 2004. "On Priors on Cointegrating Spaces," Keele Economics Research Papers KERP 2004/06, Centre for Economic Research, Keele University. [Downloadable!]
• Item repec:ven:wpaper:20_06 is not listed on IDEAS anymore

• Harald Uhlig, 2006. "Approximate Solutions to Dynamic Models - Linear Methods," SFB 649 Discussion Papers SFB649DP2006-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Denis Belomestny & Markus Reiß, 2006. "Spectral calibration of exponential Lévy Models [2]," SFB 649 Discussion Papers SFB649DP2006-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Siikamaki, Juha & Layton, David F., 2006. "Discrete Choice Survey Experiments: A Comparison Using Flexible Models," Discussion Papers dp-05-60, Resources For the Future. [Downloadable!]
• Costas Milas & Ilias Lekkos & Theodore Panagiotidis, 2006. "Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models," Keele Economics Research Papers KERP 2006/05, Centre for Economic Research, Keele University. [Downloadable!]

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