Report NEP-ECM-2007-12-15

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The following items were anounced in this report:

• Cizek, P., 2007. "Efficient Robust Estimation of Time-Series Regression Models," Discussion Paper 2007-95, Tilburg University, Center for Economic Research. [Downloadable!]
• Støve, Bård & Tjøstheim, Dag, 2007. "A Convolution Estimator for the Density of Nonlinear Regression Observations," Discussion Papers 2007/25, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003. "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers 1395RR, Cowles Foundation, Yale University, revised Dec 2007. [Downloadable!]
• Chevillon, Guillaume, 2007. "Inference in the Presence of Stochastic and Deterministic Trends," ESSEC Working Papers DR 07021, ESSEC Research Center, ESSEC Business School. [Downloadable!]
• Chudik , A. & Pesaran, M.H., 2007. "Infinite Dimensional VARs and Factor Models," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge. [Downloadable!]
• Soren Johansen & Anders Rygh Swensen, 2007. "Exact Rational Expectations, Cointegration, and Reduced Rank Regression," Discussion Papers 07-29, University of Copenhagen. Department of Economics. [Downloadable!]
• Marco Bee, 2007. "Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk," Department of Economics Working Papers 0728, Department of Economics, University of Trento, Italia. [Downloadable!]
• Akay, Alpaslan, 2007. "Monte Carlo Investigation of the Initial Values Problem in Censored Dynamic Random-Effects Panel Data Models," Working Papers in Economics 278, Göteborg University, Department of Economics. [Downloadable!]
• Macdonald, Ryan, 2007. "Estimating TFP in the Presence of Outliers and Leverage Points: An Examination of the KLEMS Dataset," Economic Analysis (EA) Research Paper Series 2007047e, Statistics Canada, Analytical Studies Branch. [Downloadable!]
• Dirk Temme & Marcel Paulssen & Till Dannewald, 2007. "Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice," SFB 649 Discussion Papers SFB649DP2007-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Boriss Siliverstovs & Dieter Schumacher, 2007. "Estimating Gravity Equations : To Log or Not to Log?," Discussion Papers of DIW Berlin 739, DIW Berlin, German Institute for Economic Research. [Downloadable!]
• Enzo Weber, 2007. "Correlation vs. Causality in Stock Market Comovement," SFB 649 Discussion Papers SFB649DP2007-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Ager, Philipp & Kappler, Marcus & Osterloh, Steffen, 2007. "The Accuracy and Efficiency of the Consensus Forecasts: A Further Application and Extension of the Pooled Approach," ZEW Discussion Papers 07-058, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
• Jan Fidrmuc & Ariane Tichit, 2007. "Mind the Break! Accounting for Changing Patterns of Growth during Transition," CEDI Discussion Paper Series 07-06, Centre for Economic Development and Institutions(CEDI), Brunel University. [Downloadable!]
• Tony Lancaster, 2007. "Ecplaining Bootstraps and Robustness," Working Papers 2007-17, Brown University, Department of Economics. [Downloadable!]

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