Report NEP-ECM-2007-02-10

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The following items were anounced in this report:

• Yukitoshi Matsushita, 2007. "Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments," CIRJE F-Series CIRJE-F-466, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Yukitoshi Matsushita, 2007. "t-Tests in a Structural Equation with Many Instruments," CIRJE F-Series CIRJE-F-467, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Feng, Yuanhua & Yu, Keming, 2006. "Nonparametric estimation of time-varying covariance matrix in a slowly changing vector random walk model," MPRA Paper 1597, University Library of Munich, Germany. [Downloadable!]
• Masato Ubukata & Kosuke Oya, 2007. "Test of Unbiasedness of the Integrated Covariance Estimation in the Presence of Noise," Discussion Papers in Economics and Business 07-03, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," Working Paper Series in Economics and Finance 0652, Stockholm School of Economics. [Downloadable!]
• Alkhamisi, M.A. & Shukur, Ghazi, 2007. "Developing Ridge Parameters for SUR Models," Working Paper Series in Economics and Institutions of Innovation 80, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies. [Downloadable!]
• John W. Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Working Papers 07-1, Bank of Canada. [Downloadable!]
• Feng, Yuanhua & Beran, Jan & Yu, Keming, 2006. "Modelling financial time series with SEMIFAR-GARCH model," MPRA Paper 1593, University Library of Munich, Germany. [Downloadable!]
• Susumu Imai & Neelam Jain & Andrew Ching, 2006. "Bayesian Estimation of Dynamic Discrete Choice Models," Working Papers 1118, Queen's University, Department of Economics. [Downloadable!]
• Minford, Patrick & Theodoridis, Konstantinos & Meenagh, David, 2007. "Testing a model of the UK by the method of indirect inference," Cardiff Economics Working Papers E2007/2, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2008. [Downloadable!]
• Feng, Yuanhua, 2006. "A local dynamic conditional correlation model," MPRA Paper 1592, University Library of Munich, Germany. [Downloadable!]
• Juan Carlos Escanciano & Kyungchul Song, 2007. "Asymptotically Optimal Tests for Single-Index Restrictions with a Focus on Average Partial Effects," PIER Working Paper Archive 07-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Roy Surupa & Banerjee Tathagata, 2007. "Analysis of Mixed Outcomes: Misclassified Binary Responses and Measurement Error in Covariates," IIMA Working Papers 2007-01-08, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
• Juan Carlos Escanciano & Silvia Mayoral, . "Data-Driven Smooth Tests for the Martingale Difference Hypothesis," Faculty Working Papers 01/07, School of Economics and Business Administration, University of Navarra. [Downloadable!]
• John M Maheu & Thomas H McCurdy, 2007. "Modeling foreign exchange rates with jumps," Working Papers tecipa-279, University of Toronto, Department of Economics. [Downloadable!]
• João Victor Issler & Luiz Renato Regis de Oliveira Lima, 2007. "A Panel Data Approach to Economic Forecasting: The Bias-Corrected Average Forecast," Economics Working Papers (Ensaios Economicos da EPGE) 642, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
• Item repec:pra:mprapa:1697 is not listed on IDEAS anymore

• Tatsuya Kubokawa, 2006. ""Linear Mixed Models and Small Area Estimation"(in Japanese)," CIRJE J-Series CIRJE-J-171, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Olivier Parent & James P. Lesage, 2007. "Bayesian Model Averaging for Spatial Econometric Models ," University of Cincinnati, Economics Working Papers Series 2007-02, University of Cincinnati, Department of Economics. [Downloadable!]
• Jürgen Franke & Jean-Pierre Stockis & Joseph Tadjuidje, 2007. "Quantile Sieve Estimates For Time Series," SFB 649 Discussion Papers SFB649DP2007-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Tomas del Barrio Castro, 2007. "Using the HEGY Procedure When Not All Roots Are Present," Working Papers in Economics 170, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
• A. Prinzie & D. Van Den Poel, 2007. "Random Forrests for Multiclass classification: Random Multinomial Logit," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/435, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
• Rasmus Kattai, 2007. "Constants do not stay constant because variables are varying," Bank of Estonia Working Papers 2007-01, Bank of Estonia, revised 02 Jan 2007. [Downloadable!]
• Item repec:pra:mprapa:1695 is not listed on IDEAS anymore

• Bruno Eklund, 2007. "Predicting recessions with leading indicators: An application on the Icelandic economy," Economics wp33_bruno, Department of Economics, Central bank of iceland. [Downloadable!]
• Arz, Stephanus, 2006. "A new mixed multiplicative-additive model for seasonal adjusment," Discussion Paper Series 1: Economic Studies 2006,47, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Fanelli, Luca, 2006. "Present value relations, Granger non-causality and VAR stability," MPRA Paper 1642, University Library of Munich, Germany. [Downloadable!]
• Markus Pannenberg & Martin Spiess, 2007. "GEE Estimation of a Two-Equation Panel Data Model : An Analysis of Wage Dynamics and the Incidence of Profit-Sharing in West Germany," Discussion Papers of DIW Berlin 663, DIW Berlin, German Institute for Economic Research. [Downloadable!]
• Prof John Foster, 2007. "A micro-meso-macro perspective on the methodology of evolutionary economics: integrating history, simulation and econometrics," Discussion Papers Series 343, School of Economics, University of Queensland, Australia. [Downloadable!]
• Troy Matheson & James Mitchell & Brian Silverstone, 2007. "Nowcasting and predicting data revisions in real time using qualitative panel survey data," Reserve Bank of New Zealand Discussion Paper Series DP2007/02, Reserve Bank of New Zealand. [Downloadable!]

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