Report NEP-ECM-2006-12-16

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The following items were anounced in this report:

• Kazuhiko Hayakawa & Eiji Kurozumi, 2006. "The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models," Hi-Stat Discussion Paper Series d06-194, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR). [Downloadable!]
• Eiji Kurozumi & Kazuhiko Hayakawa, 2006. "Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors," Hi-Stat Discussion Paper Series d06-197, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006. "Methods for inference in large multiple-equation Markov-switching models," Working Paper 2006-22, Federal Reserve Bank of Atlanta. [Downloadable!]
• Erik Hjalmarsson, 2006. "Predictive regressions with panel data," International Finance Discussion Papers 869, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Teräsvirta, Timo, 2006. "An introduction to univariate GARCH models," Working Paper Series in Economics and Finance 646, Stockholm School of Economics. [Downloadable!]
• Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels, 2006. "Stability Tests for Heterogeneous Panel Data," HEI Working Papers 24-2006, Economics Section, The Graduate Institute of International Studies, revised Dec 2006. [Downloadable!]
• Westerlund Joakim, 2006. "Testing for Error Correction in Panel Data," Research Memoranda 056, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Patrik Guggenberger, . "Hybrid and size-corrected subsample methods (joint with D.W.K. Andrews), June 2005, this version March 2007," UCLA Economics Online Papers 400, UCLA Department of Economics. [Downloadable!]
• Luc, BAUWENS & Nikolaus, HAUTSCH, 2006. "Modelling Financial High Frequency Data Using Point Processes," Université catholique de Louvain, Département des Sciences Economiques Working Paper 2006039, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
• Cheti Nicoletti & Concetta Rondinelli, 2006. "The (Mis)Specification of Discrete Time Duration Models with Unobserved Heterogeneity: a Monte Carlo study," ISER working papers 2006-53, Institute for Social and Economic Research. [Downloadable!]
• Massimo Guidolin & Carrie Fangzhou Na, 2007. "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers 2006-059, Federal Reserve Bank of St. Louis. [Downloadable!]
• Westerlund Joakim, 2006. "Panel Cointegration Tests of the Fisher Effect," Research Memoranda 054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Anthony Garratt & Kevin Lee, 2006. "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance 0616, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
• Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty," Birkbeck Working Papers in Economics and Finance 0618, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
• Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representations of the Output Gap," Birkbeck Working Papers in Economics and Finance 0619, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
• Tapas K. Mishra, 2006. "A Further Look into the Demography-based GDP Forecasting Method," Working Papers of BETA 2006-17, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]

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