Report NEP-ECM-2006-10-21

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The following items were anounced in this report:

• Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," UWO Department of Economics Working Papers 20065, University of Western Ontario, Department of Economics. [Downloadable!]
• Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany, revised Feb 2007. [Downloadable!]
• L. Grossi & G. Morelli, 2006. "Robust volatility forecasts and model selection in financial time series," Economics Department Working Papers 2006-SE02, Department of Economics, Parma University (Italy). [Downloadable!]
• F. Laurini & J. A. Tawn, 2006. "The extremal index for GARCH(1,1) processes with t-distributed innovations," Economics Department Working Papers 2006-SE01, Department of Economics, Parma University (Italy). [Downloadable!]
• Joseph P. Byrne & Roger Perman, 2006. "Unit Roots and Structural Breaks: A Survey of the Literature," Working Papers 2006_10, Department of Economics, University of Glasgow. [Downloadable!]
• Bask , Mikael & Liu , Tung & Widerberg , Anna, 2006. "The stability of electricity prices: estimation and inference of the Lyapunov exponents," Research Discussion Papers 9/2006, Bank of Finland. [Downloadable!]
• Scalas, Enrico & Kim, Kyungsik, 2006. "The art of fitting financial time series with Levy stable distributions," MPRA Paper 336, University Library of Munich, Germany. [Downloadable!]
• Oleg Korenok & Stanislav Radchenko, 2005. "The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications," Working Papers 0505, VCU School of Business, Department of Economics. [Downloadable!]
• Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2006. "An empirically based implementation and evaluation of a network model for commuting flows," Discussion Papers 2006/4, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• Chollete, Lorán & Heinen, Andreas, 2006. "Frequent Turbulence? A Dynamic Copula Approach," Discussion Papers 2006/10, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• Anton Andriyashin & Michal Benko & Wolfgang Härdle & Roman Timofeev & Uwe Ziegenhagen, 2006. "Color Harmonization in Car Manufacturing Process," SFB 649 Discussion Papers SFB649DP2006-071, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Abramov, Vyacheslav & Klebaner, Fima, 2006. "Forecasting and testing a non-constant volatility," MPRA Paper 207, University Library of Munich, Germany. [Downloadable!]
• Vuorenmaa , Tommi, 2005. "A wavelet analysis of scaling laws and long-memory in stock market volatility," Research Discussion Papers 27/2005, Bank of Finland. [Downloadable!]
• Männistö , Hanna-Leena, 2005. "Forecasting with a forward-looking DGE model: combining long-run views of financial markets with macro forecasting," Research Discussion Papers 21/2005, Bank of Finland. [Downloadable!]

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