Report NEP-ECM-2006-12-01

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The following items were anounced in this report:

• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006. "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers 946, Economic Growth Center, Yale University. [Downloadable!]
• Giovanni Forchini, 2006. "Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations," Monash Econometrics and Business Statistics Working Papers 20/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Anders Warne, 2006. "Bayesian inference in cointegrated VAR models - with applications to the demand for euro area M3," Working Paper Series 692, European Central Bank. [Downloadable!]
• González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
• Bo Honoré & Søren Leth-Petersen, 2006. "Estimation of Panel Data Models with Two-sided Censoring," CAM Working Papers 2006-14, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
• Michael McAleer & Marcelo Cunha Medeiros, 2006. "Realized volatility: a review," Textos para discussão 531 Publication status: F, Department of Economics PUC-Rio (Brazil). [Downloadable!]
• Item repec:hal:papers:halshs-00112514_v1 is not listed on IDEAS anymore

• Jorge Barrientos Marin, 2006. "Estimation And Testing An Additive Partially Linear Model In A System Of Engel Curves," Working Papers. Serie AD 2006-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
• Maria Grazia Zoia, 2006. "A New Algebra ic Approach to Representation Theorems for (Co)integrated Processes up to the Second Order," Cahiers du Département d'Econométrie 2006.06, Département d'Econométrie, Université de Genève. [Downloadable!]
• Xiao, Zhijie & Lima, Luiz Renato Regis de Oliveira, 2006. "Testing Covariance Stationarity," Economics Working Papers (Ensaios Economicos da EPGE) 632, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
• Sarstedt, Marko, 2006. "Sample- and segment-size specific Model Selection in Mixture Regression Analysis," Discussion Papers in Business Administration 1252, University of Munich, Munich School of Management. [Downloadable!]
• Ekaterini Panopoulou, 2006. "The predictive content of financial variables: Evidence from the euro area," The Institute for International Integration Studies Discussion Paper Series iiisdp178, IIIS. [Downloadable!]
• Georgios Chortareas & George Kapetanios, . "The yen real exchange rate may be stationary after all: evidence from non-linear unit root tests," Bank of England working papers 311, Bank of England. [Downloadable!]
• Tobias Heinrich, 2005. "A Critical Note on Growth Regressions," DEGIT Conference Papers c010_020, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]

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