Report NEP-ECM-2008-01-05

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Other reports in NEP-ECM

The following items were anounced in this report:

• Òscar Jordà & Sharon Kozicki, 2007. "Estimation and Inference by the Method of Projection Minimum Distance," Working Papers 07-56, Bank of Canada. [Downloadable!]
• Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2007. "A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances," Center for Policy Research Working Papers 98, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
• Carling, Kenneth & Alam, Moudud, 2007. "Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)," Working Papers 2007:14, Örebro University, Swedish Business School. [Downloadable!]
• Chun Liu & John M Maheu, 2007. "Are there Structural Breaks in Realized Volatility?," Working Papers tecipa-304, University of Toronto, Department of Economics. [Downloadable!]
• Alessandro De Gregorio & Stefano Iacus, 2007. "Least squares volatility change point estimation for partially observed diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics 1063, Universitá degli Studi di Milano. [Downloadable!]
• Esmeralda A. Ramalho & Joaquim J.S. Ramalho, 2007. "Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data," CEFAGE-UE Working Papers 2007_08, University of Evora, CEFAGE-UE (Portugal).
• Sarantis Tsiaplias, 2007. "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series wp2007n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
• Yingyao Hu & Matthew Shum, 2007. "Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach," Economics Working Paper Archive 541, The Johns Hopkins University,Department of Economics. [Downloadable!]
• Ralph D. Snyder & Adrian Beaumont, 2007. "A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts," Monash Econometrics and Business Statistics Working Papers 15/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Ethan Cohen-Cole & Todd Prono, 2007. "Loss distribution estimation, external data and model averaging," Quantitative Analysis Unit Working Paper QAU07-8, Federal Reserve Bank of Boston. [Downloadable!]
• Kevin D. Hoover & Katarina Juselius & Søren Johansen, 2007. "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," Discussion Papers 07-35, University of Copenhagen. Department of Economics. [Downloadable!]
• Item repec:iwh:dispap:-07 is not listed on IDEAS anymore

• Andersson, Jonas & Moberg, Jan-Magnus, 2007. "Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange," Discussion Papers 2007/28, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
• Turgut Kisinbay, 2007. "The Use of Encompassing Tests for Forecast Combinations," IMF Working Papers 07/264, International Monetary Fund. [Downloadable!]
• Yingyao Hu & Arthur Lewbel, 2007. "Identifying the Returns to Lying When the Truth is Unobserved," Economics Working Paper Archive 540, The Johns Hopkins University,Department of Economics. [Downloadable!]
• Alexander Meyer-Gohde, 2007. "Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily," SFB 649 Discussion Papers SFB649DP2007-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Luis Fernando Melo & John Jairo León & Dagoberto Saboya, 2007. "Cointegration Vector Estimation By Dols For A Three-Dimensional Panel," BORRADORES DE ECONOMIA 004391, BANCO DE LA REPÚBLICA. [Downloadable!]
• Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007. "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers 07-34, University of Copenhagen. Department of Economics. [Downloadable!]
• Giaccaria Sergio & Frontuto Vito, 2007. "GIS and geographically weighted regression in stated preferences analysis of the externalities produced by linear infrastructures," Department of Economics Working Papers 200710, University of Turin. [Downloadable!]
• Carlo Altavilla & Matteo Ciccarelli, 2007. "Information combination and forecast (st)ability. Evidence from vintages of time-series data," Working Paper Series 846, European Central Bank. [Downloadable!]
• Maria S. Heracleous, 2007. "Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue," Economics Working Papers ECO2007/60, European University Institute. [Downloadable!]
• Alessandro De Gregorio & Stefano Iacus, 2007. "Rényi information for ergodic diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics 1064, Universitá degli Studi di Milano. [Downloadable!]
• Geerte Cotteleer & Tracy Stobbe & G. Cornelis van Kooten, 2007. "Bayesian Model Averaging in the Context of Spatial Hedonic Pricing: An Application to Farmland Values," Working Papers 2007-07, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group. [Downloadable!]
• Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2007. "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers 6598, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• C.L. Skeels, 2007. "Conceptual Frameworks and Experimental Design in Simultaneous Equations," Department of Economics - Working Papers Series 1020, The University of Melbourne. [Downloadable!]
• Debopam Bhattacharya & Bhashkar Mazumder, 2007. "Nonparametric analysis of intergenerational income mobility with application to the United States," Working Paper Series WP-07-12, Federal Reserve Bank of Chicago. [Downloadable!]
• Bontemps, Christian & Magnac, Thierry & Maurin, Eric, 2007. "Set Identified Linear Models," IDEI Working Papers 494, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]

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