Report NEP-ECM-2007-06-11

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The following items were anounced in this report:

• Christian T. Brownlees & Giampiero Gallo, 2007. "Flexible Time Series Forecasting Using Shrinkage Techniques and Focused Selection Criteria," Econometrics Working Papers Archive wp2007_02, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
• Item repec:chf:rpseri:rp30 is not listed on IDEAS anymore

• Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007. "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers 13134, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Item repec:chf:rpseri:rp32 is not listed on IDEAS anymore

• Sowell, Fallaw, 2006. "The Empirical Saddlepoint Approximation for GMM Estimators," MPRA Paper 3356, University Library of Munich, Germany, revised May 2007. [Downloadable!]
• Arvid Raknerud, Terje Skjerpen and Anders Rygh Swensen, 2007. "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers 504, Research Department of Statistics Norway. [Downloadable!]
• Michael McAller & Marcelo C. Medeiros, 2007. "A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries," Textos para discussão 544, Department of Economics PUC-Rio (Brazil). [Downloadable!]
• George Kapetanios, 2007. "Testing for Strict Stationarity," Working Papers 602, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Riccardo Borgoni & Piero Quatto, 2007. "On the Uniformly Most Powerful Invariant Test for the Shoulder Condition in Line Transect Sampling," Working Papers 20070501, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica, revised May 2007. [Downloadable!]
• Robert M. de Jong & Tiemen Woutersen, 2007. "Dynamic time series binary choice," Economics Working Paper Archive 538, The Johns Hopkins University,Department of Economics. [Downloadable!]
• Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2006. "Panel Unit Root Tests and Spatial Dependence," Center for Policy Research Working Papers 88, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
• William Greene, 2007. "Fixed and Random Effects Models for Count Data," Working Papers 07-16, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
• Item repec:chf:rpseri:rp33 is not listed on IDEAS anymore

• Theodoridis, Konstantinos, 2007. "Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison," Cardiff Economics Working Papers E2007/15, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
• Thomas A. Severini & Gautam Tripathi, 2007. "Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors," Working papers 2007-18, University of Connecticut, Department of Economics. [Downloadable!]
• Wolfgang Härdle & Rouslan Moro & Dorothea Schäfer, 2007. "Estimating Probabilities of Default With Support Vector Machines," SFB 649 Discussion Papers SFB649DP2007-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• George Kapetanios & Andrew P. Blake, 2007. "Testing the Martingale Difference Hypothesis Using Neural Network Approximations," Working Papers 601, Queen Mary, University of London, Department of Economics. [Downloadable!]
• Teräsvirta, Timo & Zhao, Zhenfang, 2007. "Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility," Working Paper Series in Economics and Finance 662, Stockholm School of Economics, revised 05 Jun 2007. [Downloadable!]
• Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi, 2007. "Information criteria for impulse response function matching estimation of DSGE models," Working Paper 2007-10, Federal Reserve Bank of Atlanta. [Downloadable!]
• William Greene, 2007. "Correlation in Bivariate Poisson Regression Model," Working Papers 07-15, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
• Paul Turner, 2007. "Testing for cointegration using the Johansen approach: Are we using the correct critical values?," Discussion Paper Series 2007_12, Department of Economics, Loughborough University, revised May 2007. [Downloadable!]
• Qian Chen & David E. Giles, 2007. "General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic," Econometrics Working Papers 0702, Department of Economics, University of Victoria. [Downloadable!]
• Giampiero Gallo & Margherita Velucchi, 2007. "On the Interaction between Ultra–high Frequency Measures of Volatility," Econometrics Working Papers Archive wp2007_01, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
• Qian Chen & David E. Giles, 2007. "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers 0703, Department of Economics, University of Victoria. [Downloadable!]
• Katsuyuki Shibayama, 2007. "A Solution Method for Linear Rational Expectation Models under Imperfect Information," Studies in Economics 0703, Department of Economics, University of Kent. [Downloadable!]
• Mishra, SK, 2007. "Construction of an Index by Maximization of the Sum of its Absolute Correlation Coefficients with the Constituent Variables," MPRA Paper 3333, University Library of Munich, Germany. [Downloadable!]
• John C. Bergstrom & Laura O. Taylor, . "Using Meta Analysis for Benefits Transfer: Theory and Practice," Experimental Economics Center Working Paper Series 2006-12, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University. [Downloadable!]
• Mishra, SK, 2007. "A Comparative Study of Various Inclusive Indices and the Index Constructed by the Principal Components Analysis," MPRA Paper 3377, University Library of Munich, Germany. [Downloadable!]
• Ilke Van Beveren, 2007. "Total factor productivity estimation: A practical review," LICOS Discussion Papers 18207, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]
• Jean-François Angers & Denise Desjardins & Georges Dionne & Benoit Dostie & François Guertin, 2007. "Poisson Models with Employer-Employee Unobserved Heterogeneity: An Application to Absence Data," Cahiers de recherche 0714, CIRPEE. [Downloadable!]
• Colignatus, Thomas, 2007. "The 2 x 2 x 2 case in causality, of an effect, a cause and a confounder. A cross-over guide to the 2 x 2 x 2 contingency table," MPRA Paper 3351, University Library of Munich, Germany, revised 19 Jun 2007. [Downloadable!]
• Jäckle A & Uhrig S & Laurie H, 2007. "The Introduction of Dependent Interviewing on the British Household Panel Survey," ISER working papers 2007-07, Institute for Social and Economic Research. [Downloadable!]

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