Report NEP-ECM-2007-05-19

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The following items were anounced in this report:

• Item repec:ven:wpaper:03_07 is not listed on IDEAS anymore

• Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
• Hansen, Christian B. & McDonald, James B. & Theodossiou, Panayiotis, 2007. "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers 2007-13, Kiel Institute for the World Economy. [Downloadable!]
• Mika Meitz & Pentti Saikkonen, 2007. "Stability of nonlinear AR-GARCH models," Economics Series Working Papers 328, University of Oxford, Department of Economics. [Downloadable!]
• W. Robert Reed & Haichun Ye, 2007. "A Monte Carlo Evaluation of Some Common Panel Data Estimators when Serial Correlation and Cross-sectional Dependence are Both Present," Working Papers in Economics 07/01, University of Canterbury, Department of Economics. [Downloadable!]
• Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder, 2007. "The vector innovation structural time series framework: a simple approach to multivariate forecasting," Monash Econometrics and Business Statistics Working Papers 3/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Adhya Sumanta & Banerjee Tathagata & Chattopadhyay Gaurangadeb, 2007. "Inference on Categorical Survey Response: A Predictive Approach," IIMA Working Papers 2007-05-07, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
• Mika Meitz & Pentti Saikkonen, 2007. "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," Economics Series Working Papers 327, University of Oxford, Department of Economics. [Downloadable!]
• Wagner, Martin & Hlouskova, Jaroslava, 2007. "The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study," Economics Series 210, Institute for Advanced Studies. [Downloadable!]
• Pagan, A. & Pesaran, M.H., 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics 0662, Faculty of Economics, University of Cambridge. [Downloadable!]
• Busettti, F. & Harvey, A., 2007. "Tests of time-invariance," Cambridge Working Papers in Economics 0657, Faculty of Economics, University of Cambridge. [Downloadable!]
• DeRossi, G. & Harvey, A., 2007. "Quantiles, Expectiles and Splines," Cambridge Working Papers in Economics 0660, Faculty of Economics, University of Cambridge. [Downloadable!]
• Westerlund, Joakim & Basher, Syed A., 2007. "Mixed Signals Among Tests for Panel Cointegration," MPRA Paper 3261, University Library of Munich, Germany. [Downloadable!]
• Item repec:pra:mprapa:3214 is not listed on IDEAS anymore

• Ana Beatriz Galvão, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers 595, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Jennifer L. Castle & David F. Hendry, 2007. "A Low-Dimension Collinearity-Robust Test for Non-linearity," Economics Series Working Papers 326, University of Oxford, Department of Economics. [Downloadable!]
• Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics. [Downloadable!]
• Chen, Pu & Chihying, Hsiao, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics Discussion Papers 2007-15, Kiel Institute for the World Economy. [Downloadable!]
• Marco Bee & Roberto Benedetti & Giuseppe Espa, 2007. "Spatial models for flood risk assessment," Department of Economics Working Papers 0710, Department of Economics, University of Trento, Italia. [Downloadable!]
• Juselius, Katarina & Franchi, Massimo, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy. [Downloadable!]
• Metodij Hadzi-Vaskov & Clemens Kool, 2006. "The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity," Working Papers 06-16, Utrecht School of Economics. [Downloadable!]
• Badi H. Baltagi, 2007. "Worldwide Econometrics Rankings: 1989-2005," Center for Policy Research Working Papers 94, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

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