Report NEP-ECM-2007-01-13

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The following items were anounced in this report:

• Chirok Han & Peter C.B. Phillips, 2007. "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers 1599, Cowles Foundation, Yale University. [Downloadable!]
• Peter C.B. Phillips & Jun Yu, 2007. "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Cowles Foundation Discussion Papers 1597, Cowles Foundation, Yale University. [Downloadable!]
• Eduardo Mendes & Alvaro Veiga & MArcelo Cunha Medeiros, 2007. "Estimation And Asymptotic Theory For A New Class Of Mixture Models," Textos para discussão 538, Department of Economics PUC-Rio (Brazil). [Downloadable!]
• Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," Working Paper Series in Economics and Finance 649, Stockholm School of Economics, revised 24 Jan 2007. [Downloadable!]
• Chuan Goh, 2007. "Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap," Working Papers tecipa-274, University of Toronto, Department of Economics. [Downloadable!]
• Peter C.B. Phillips & Jun Yu, 2007. "Simulation-based Estimation of Contingent-claims Prices," Cowles Foundation Discussion Papers 1596, Cowles Foundation, Yale University. [Downloadable!]
• Yixiao Sun, 2005. "Estimation and Inference in Panel Structure Models," University of California at San Diego, Economics Working Paper Series 2005-11, Department of Economics, UC San Diego. [Downloadable!]
• Alberto Bisin & Andrea Moro & Giorgio Topa, 2006. "The Empirical Content of Models with Multiple Equilibria," 2006 Meeting Papers 660, Society for Economic Dynamics. [Downloadable!]
• Ivana Komunjer & Quang Vuong, 2006. "Efficientt Conditional Quantile Estimation: The Time Series Case," University of California at San Diego, Economics Working Paper Series 2006-10, Department of Economics, UC San Diego. [Downloadable!]
• Giovanni Trovato & Marco Alf˜ & Vincenzo Atella, . "Semiparametric Mixture Models for Multivariate Count Data, with Application," CEIS Research Paper 51, Tor Vergata University, CEIS. [Downloadable!]
• Peter C.B. Phillips & Donggyu Sul, 2007. "Transition Modeling and Econometric Convergence Tests," Cowles Foundation Discussion Papers 1595, Cowles Foundation, Yale University. [Downloadable!]
• John K. Dagsvik, Torbjørn Hægeland and Arvid Raknerud, 2006. "Estimation of Earnings- and Schooling Choice Relations: A Likelihood Approach," Discussion Papers 486, Research Department of Statistics Norway. [Downloadable!]
• Dimitris Politis, 2005. "Higher-order accurate, positive semi-definite estimation of large-sample covariance and spectral density matrices," University of California at San Diego, Economics Working Paper Series 2005-03, Department of Economics, UC San Diego. [Downloadable!]
• Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods qf0501, Department of Economics, University of Insubria. [Downloadable!]
• Jeremy Berkowitz & Peter Christoffersen & Denis Pelletier, 2005. "Evaluating Value-at-Risk models with desk-level data," Working Paper Series 010, North Carolina State University, Department of Economics, revised Dec 2006. [Downloadable!]
• SErgio Firpo & Nicole M. Fortin & Thomas Lemieux, 2006. "Unconditional Quantile Regressions," Textos para discussão 533, Department of Economics PUC-Rio (Brazil). [Downloadable!]
• Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Timothy J. Halliday, 2006. "Testing for State Dependence with Time-Variant Transition Probabilities," Working Papers 200614, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
• Richard Carson & Jordan Louviere, 2006. "Statistical Properties of Consideration Sets," University of California at San Diego, Economics Working Paper Series 2006-07, Department of Economics, UC San Diego. [Downloadable!]
• Hisayuki Tsukuma & Tatsuya Kubokawa, 2006. "Simultaneous estimation of normal precision matrices," CIRJE F-Series CIRJE-F-459, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Victor Aguirregabiria, 2006. "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," 2006 Meeting Papers 169, Society for Economic Dynamics. [Downloadable!]
• Fonseca Giovanni, 2005. "Stability conditions for a Piecewise Deterministic Markov Process," Economics and Quantitative Methods qf0502, Department of Economics, University of Insubria. [Downloadable!]
• John K. Dagsvik and Gang Liu, 2006. "A Framework for Analyzing Rank Ordered Panel Data with Application to Automobile Demand," Discussion Papers 480, Research Department of Statistics Norway. [Downloadable!]
• Manfred M. Fischer & Daniel A. Griffith, 2006. "Modeling Spatial Autocorrelation in Spatial Interaction Data: A Comparison of Spatial Econometric and Spatial Filtering Specifications," ERSA conference papers ersa06p10, European Regional Science Association. [Downloadable!]
• Cerqueti, Roy & Costantini, Mauro, 2006. "Testing for rational bubbles," Economics & Statistics Discussion Papers esdp06030, University of Molise, Dept. SEGeS. [Downloadable!]
• Rolf Aaberge, 2006. "Gini’s Nuclear Family," Discussion Papers 491, Research Department of Statistics Norway. [Downloadable!]
• Genaro, SUCARRAT, 2006. "The First Stage in HendryÕs Reduction Theory Revisited," Discussion Papers (ECON - Département des Sciences Economiques) 2006041, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
• Item repec:hal:papers:hal-00122817_v1 is not listed on IDEAS anymore

• Carlos Carmona, 2005. "Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?," University of California at San Diego, Economics Working Paper Series 2005-05, Department of Economics, UC San Diego. [Downloadable!]

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