Report NEP-ECM-2006-05-20

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The following items were anounced in this report:

• Violetta Dalla & Liudas Giraitis & Javier Hidalgo, 2006. "Consistent estimation of the memory parameterfor nonlinear time series," STICERD - Econometrics Paper Series /2006/497, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Javier Hualde & Peter M Robinson, 2006. "Root-N-Consistent Estimation Of Weakfractional Cointegration," STICERD - Econometrics Paper Series /2006/499, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Item repec:cam:camdae:0638 is not listed on IDEAS anymore

• Afonso Gonçalves da Silva & Peter M Robinson, 2006. "Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory," STICERD - Econometrics Paper Series /2006/501, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• M. Gerolimetto & Peter M Robinson, 2006. "Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions," STICERD - Econometrics Paper Series /2006/500, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Markku Lanne, 2006. "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers ECO2006/3, European University Institute. [Downloadable!]
• Markus Frölich, 2006. "A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," IZA Discussion Papers 2126, Institute for the Study of Labor (IZA). [Downloadable!]
• Sancetta, A., 2006. "Sample Covariance Shrinkage for High Dimensional Dependent Data," Cambridge Working Papers in Economics 0637, Faculty of Economics, University of Cambridge. [Downloadable!]
• Peter M Robinson, 2006. "Nonparametric Spectrum Estimation for SpatialData," STICERD - Econometrics Paper Series /2006/498, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006. "Generalized Dynamic Factor Model + GARCH
  Exploiting Multivariate Information for Univariate Prediction," LEM Papers Series 2006/13, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
• Dagsvik, John K., 2006. "Justifying Functional Forms in Models for Transitions between Discrete States, with Particular Reference to Employment-Unemployment Dynamics," Memorandum 06/2006, Oslo University, Department of Economics. [Downloadable!]
• Yves Atchade, 2006. "Resampling from the past to improve on MCMC algorithms," RePAd Working Paper Series LRSP-WP2, Département des sciences administratives, UQO. [Downloadable!]
• John Mullahy, 2006. "Econometric Risk Adjustment, Endogeneity, and Extrapolation Bias," NBER Working Papers 12236, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Li-Chun Zhang, 2006. "On some common practices of systematic sampling," Discussion Papers 456, Research Department of Statistics Norway. [Downloadable!]
• Don Harding & Adrian Pagan, 2006. "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series 963, The University of Melbourne. [Downloadable!]
• Item repec:hal:papers:halshs-00068384_v1 is not listed on IDEAS anymore

• Martin Spieß, 2006. "Estimation of a Two-Equation Panel Model with Mixed Continuous and Ordered Categorical Outcomes and Missing Data," Discussion Papers 010, University of Flensburg, International Institute of Management. [Downloadable!]
• Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2006. "Bayesian Estimation of Demand Functions under Block Rate Pricing," CIRJE F-Series CIRJE-F-424, CIRJE, Faculty of Economics, University of Tokyo.

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