Report NEP-ECM-2007-09-16

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The following items were anounced in this report:

• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
• Péguin-Feissolle, Anne & Strikholm, Birgit & Teräsvirta, Timo, 2007. "Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form," Working Paper Series in Economics and Finance 672, Stockholm School of Economics. [Downloadable!]
• Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation, Yale University. [Downloadable!]
• Perez, Marcos & Ahn, Seung Chan, 2007. "GMM Estimation of the Number of Latent Factors," MPRA Paper 4862, University Library of Munich, Germany. [Downloadable!]
• Kyungchul Song, 2007. "Testing Conditional Independence via Rosenblatt Transforms," PIER Working Paper Archive 07-026, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Xavier Gabaix & Rustam Ibragimov, 2007. "Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents," NBER Technical Working Papers 0342, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Lind, Jo Thori & Mehlum, Halvor, 2007. "With or Without U? - The appropriate test for a U shaped relationship," MPRA Paper 4823, University Library of Munich, Germany. [Downloadable!]
• Markus Frölich, 2007. "Regression discontinuity design with covariates," University of St. Gallen Department of Economics working paper series 2007 2007-32, Department of Economics, University of St. Gallen. [Downloadable!]
• Andreas Beyer & Roger E. A. Farmer & Jérôme Henry & Massimiliano Marcellino, 2007. "Factor Analysis in a Model with Rational Expectations," NBER Working Papers 13404, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Stéphane Loisel & Christian Mazza & Didier Rullière, 2007. "Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes," Pre- and Post-Print documents hal-00168716_v1, HAL. [Downloadable!]
• Xiaohong Chen & Markus Reiss, 2007. "On Rate Optimality for Ill-posed Inverse Problems in Econometrics," Cowles Foundation Discussion Papers 1626, Cowles Foundation, Yale University. [Downloadable!]
• Erik Hjalmarsson & Pär Österholm, 2007. "Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated," IMF Working Papers 07/141, International Monetary Fund. [Downloadable!]
• Johansson, Fredrik, 2007. "How to Adjust for Nonignorable Nonresponse: Calibration, Heckit or FIML?," Working Paper Series 2007:22, Uppsala University, Department of Economics. [Downloadable!]
• Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Banco de España Working Papers 0728, Banco de España. [Downloadable!]
• Siem, A.Y.D. & Hertog, D. den, 2007. "Kriging Models That Are Robust With Respect to Simulation Errors," Discussion Paper 2007-68, Tilburg University, Center for Economic Research. [Downloadable!]
• Ivan Jeliazkov & Dale J. Poirier, 2007. "Dynamic and Structural Features of Intifada Violence: A Markov Process Approach," Working Papers 070801, University of California-Irvine, Department of Economics. [Downloadable!]
• Das, J.W.M. & Toepoel, V. & Soest, A.H.O. van, 2007. "Can I use a Panel? Panel Conditioning and Attrition Bias in panel Surveys," Discussion Paper 2007-56, Tilburg University, Center for Economic Research. [Downloadable!]
• Michael Greenacre, 2007. "Power transformations in correspondence analysis," Economics Working Papers 1044, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 2008. [Downloadable!]
• Nikolaus Hautsch, 2007. "Capturing Common Components in High-Frequency Financial Time Series: A Multivariate Stochastic Multiplicative Error Model," CFS Working Paper Series 2007/25, Center for Financial Studies. [Downloadable!]
• Stéphane Loisel & Christian Mazza & Didier Rullière, 2006. "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Pre- and Post-Print documents hal-00168714_v1, HAL. [Downloadable!]
• Claude Lefèvre & Stéphane Loisel, 2008. "On Finite-Time Ruin Probabilities for Classical Risk Models," Pre- and Post-Print documents hal-00168958_v1, HAL. [Downloadable!]
• Einmahl, J.H.J. & Khmaladze, E.V., 2007. "Central Limit Theorems For Local Emprical Processes Near Boundaries of Sets," Discussion Paper 2007-66, Tilburg University, Center for Economic Research. [Downloadable!]

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