Report NEP-ECM-2007-03-17

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The following items were anounced in this report:

• Donald W.K. Andrews & Patrik Guggenberger, 2007. "Asymptotics for Stationary Very Nearly Unit Root Processes," Cowles Foundation Discussion Papers 1607, Cowles Foundation, Yale University. [Downloadable!]
• Cizek, P., 2007. "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Discussion Paper 2007-12, Tilburg University, Center for Economic Research. [Downloadable!]
• Donald W.K. Andrews & Patrik Guggenberger, 2007. "The Limit of Finite-Sample Size and a Problem with Subsampling," Cowles Foundation Discussion Papers 1605, Cowles Foundation, Yale University. [Downloadable!]
• Mueller, Ulrich & Petalas, Philippe-Emmanuel, 2007. "Efficient Estimation of the Parameter Path in Unstable Time Series Models," MPRA Paper 2260, University Library of Munich, Germany. [Downloadable!]
• Donald W.K. Andrews & Patrik Guggenberger, 2007. "Hybrid and Size-Corrected Subsample Methods," Cowles Foundation Discussion Papers 1606, Cowles Foundation, Yale University. [Downloadable!]
• Alastair R. Hall & Denis Pelletier, 2007. "Non-Nested Testing in Models Estimated via Generalized Method of Moments," Working Paper Series 011, North Carolina State University, Department of Economics, revised Mar 2007. [Downloadable!]
• Li, Hong & Mueller, Ulrich, 2006. "Valid Inference in Partially Unstable GMM Models," MPRA Paper 2261, University Library of Munich, Germany. [Downloadable!]
• Christoph Hartz & Stefan Mittnik & Marc S. Paolella, 2006. "Accurate Value-at-Risk Forecast with the (good old) Normal-GARCH Model," CFS Working Paper Series 2006/23, Center for Financial Studies. [Downloadable!]
• Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2007. "The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models," CIRANO Working Papers 2007s-06, CIRANO. [Downloadable!]
• Zsolt Darvas, 2007. "Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature," Working Papers 0701, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest. [Downloadable!]
• G. Everaert, 2007. "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/452, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
• Devereux, Paul J., 2007. "Improved Errors-in-Variables Estimators for Grouped Data," CEPR Discussion Papers 6167, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation: A Review," Discussion Paper 2007-13, Tilburg University, Center for Economic Research. [Downloadable!]
• Michiel D. de Pooter & Francesco Ravazzolo & Dick van Dijk, 2007. "Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information," Tinbergen Institute Discussion Papers 07-028/4, Tinbergen Institute. [Downloadable!]
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels," Cahiers de recherche 06-16, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
• McCauley, Joseph L. & Gunaratne, Gemunu H. & Bassler, Kevin E., 2006. "Hurst exponents, Markov processes, and fractional Brownian motion," MPRA Paper 2154, University Library of Munich, Germany. [Downloadable!]
• Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2006. "An interpolated periodogram-based metric for comparison of time series with unequal lengths," MPRA Paper 2075, University Library of Munich, Germany. [Downloadable!]
• Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L., 2005. "Hurst exponents, Markov processes, and nonlinear diffusion equations," MPRA Paper 2152, University Library of Munich, Germany. [Downloadable!]
• A. Prinzie & D. Van Den Poel, 2007. "Predicting home-appliance acquisition sequences: Markov/Markov for Discrimination and survival analysis for modeling sequential information in NPTB models," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 07/442, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
• Caiado, Jorge & Crato, Nuno, 2007. "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper 2074, University Library of Munich, Germany. [Downloadable!]

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