Report NEP-ECM-2007-05-12

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The following items were anounced in this report:

• Francesco Audrino & Peter Bühlmann, 2007. "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007 2007-11, Department of Economics, University of St. Gallen. [Downloadable!]
• Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007. "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers 4/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Jun Ma, 2006. "A Closed-Form Asymptotic Variance-Covariance Matrix for the Maximum Likelihood Estimator of the GARCH(1,1) Model," Working Papers UWEC-2006-11-R, University of Washington, Department of Economics, revised Oct 2006. [Downloadable!]
• Herwartz, Helmut, 2007. "A note on model selection in (time series) regression models - General-to-specific or specific-to-general?," Economics working papers 2007,09, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
• Saraswata Chaudhuri & Thomas Richardson & James Robins & Eric Zivot, 2007. "Split-Sample Score Tests in Linear Instrumental Variables Regression," Working Papers UWEC-2007-10, University of Washington, Department of Economics. [Downloadable!]
• chen, willa & deo, rohit, 2007. "The Chi-square Approximation of the Restricted Likelihood Ratio Test for the Sum of Autoregressive Coefficients with Interval Estimation," MPRA Paper 3002, University Library of Munich, Germany. [Downloadable!]
• Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," IZA Discussion Papers 2756, Institute for the Study of Labor (IZA). [Downloadable!]
• Tobias J. Klein, 2007. "College Education and Wages in the U.K.: Estimating Conditional Average Structural Functions in Nonadditive Models with Binary Endogenous Variables," IZA Discussion Papers 2761, Institute for the Study of Labor (IZA). [Downloadable!]
• Andreas Brezger & Stefan Lang, 2007. "Simultaneous probability statements for Bayesian P-splines," Working Papers 2007-08, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
• Jun Ma & Charles Nelson & Richard Startz, 2007. "Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified," Working Papers UWEC-2006-14-P, University of Washington, Department of Economics, revised Mar 2007. [Downloadable!]
• William Greene, 2007. "Functional Form and Heterogeneity in Models for Count Data," Working Papers 07-10, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
• Di Iorio, Francesca & Fachin, Stefano, 2007. "Cointegration testing in dependent panels with breaks," MPRA Paper 3139, University Library of Munich, Germany. [Downloadable!]
• Item repec:udb:wpaper:uwec-2006-07 is not listed on IDEAS anymore

• Liu, Ruipeng & Di Matteo, Tiziana & Lux, Thomas, 2007. "True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence," Economics working papers 2007,06, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
• Vanessa Berenguer-Rico & Josep Lluís Carrion-i-Silvestre, 2007. "Multicointegration, polynomial cointegration and I(2) cointegration with structural breaks. An application to the sustainability of the US external deficit," IREA Working Papers 200709, University of Barcelona, Research Institute of Applied Economics, revised May 2007. [Downloadable!]
• Ying Gu & Eric Zivot, 2006. "A Comparison of Univariate Stochastic Volatility Models for U.S. Short Rates Using EMM Estimation," Working Papers UWEC-2006-17, University of Washington, Department of Economics. [Downloadable!]
• Drew Creal & Ying Gu & Eric Zivot, 2006. "Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters," Working Papers UWEC-2006-18, University of Washington, Department of Economics. [Downloadable!]
• Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research. [Downloadable!]
• Ya'acov Ritov & Wolfgang Härdle, 2007. "From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples," SFB 649 Discussion Papers SFB649DP2007-024, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Marco Bee & Roberto Benedetti & Giuseppe Espa, 2007. "A framework for cut-off sampling in business survey design," Department of Economics Working Papers 0709, Department of Economics, University of Trento, Italia. [Downloadable!]
• Kum Hwa Oh & Eric Zivot & Drew Creal, 2006. "The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks," Working Papers UWEC-2006-16, University of Washington, Department of Economics. [Downloadable!]
• Bertocco Giancarlo, 2007. "Some Observations about the Loanable Funds Theory," Economics and Quantitative Methods qf0705, Department of Economics, University of Insubria. [Downloadable!]
• Robin G. de Vilder & Marcel P. Visser, 2007. "Proxies for daily volatility," PSE Working Papers 2007-11, PSE (Ecole normale supérieure). [Downloadable!]
• Daisuke Nagakura & Eric Zivot, 2007. "Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP," Working Papers UWEC-2007-07, University of Washington, Department of Economics. [Downloadable!]
• Renee Fry & Adrian Pagan, 2007. "Some Issues in Using Sign Restrictions for Identifying Structural VARs," NCER Working Paper Series 14, National Centre for Econometric Research. [Downloadable!]
• Keith R. McLaren & K.K. Gary Wong, 2007. "Effective global regularity and empirical modeling of direct, inverse and mixed demand systems," Monash Econometrics and Business Statistics Working Papers 2/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

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