Report NEP-ECM-2008-02-02

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Other reports in NEP-ECM

The following items were anounced in this report:

• J. Isaac Miller, 2007. "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Nonclassical Measurement Error," Working Papers 0722, Department of Economics, University of Missouri. [Downloadable!]
• Item repec:ven:wpaper:34_07 is not listed on IDEAS anymore

• Palm Franz C. & Smeekes Stephan & Urbain Jean-Pierre, 2007. "A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model," Research Memoranda 054, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Amado, Cristina & Teräsvirta, Timo, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," Working Paper Series in Economics and Finance 691, Stockholm School of Economics. [Downloadable!]
• Peter M Robinson, 2007. "Multiple Local Whittle Estimation in StationarySystems," STICERD - Econometrics Paper Series /2007/525, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Item repec:ecb:ecbwps:20070850 is not listed on IDEAS anymore

• Frölich, Markus & Melly, Blaise, 2008. "Unconditional Quantile Treatment Effects under Endogeneity," IZA Discussion Papers 3288, Institute for the Study of Labor (IZA). [Downloadable!]
• Ilze Kalnina & Oliver Linton, 2007. "Inference about Realized Volatility using Infill Subsampling," STICERD - Econometrics Paper Series /2007/523, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Gregory Connor & Matthias Hagmann & Oliver Linton, 2007. "Efficient Estimation of a SemiparametricCharacteristic-Based Factor Model of Security Returns," STICERD - Econometrics Paper Series /2007/524, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Item repec:hal:papers:halshs-00224434_v1 is not listed on IDEAS anymore

• Peter Robinson, 2007. "Diagnostic Testing For Cointegration," STICERD - Econometrics Paper Series /2007/522, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Pötscher, Benedikt M. & Schneider, Ulrike, 2007. "On the distribution of the adaptive LASSO estimator," MPRA Paper 6913, University Library of Munich, Germany. [Downloadable!]
• Proietti, Tommaso, 2008. "Structural Time Series Models for Business Cycle Analysis," MPRA Paper 6854, University Library of Munich, Germany. [Downloadable!]
• Myung Hwan Seo, 2007. "Estimation of Nonlinear Error CorrectionModels," STICERD - Econometrics Paper Series /2007/517, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Manner Hans, 2007. "Estimation and Model Selection of Copulas with an Application to Exchange Rates," Research Memoranda 056, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Peter Robinson, 2007. "On Discrete Sampling Of Time-Varyingcontinuous-Time Systems," STICERD - Econometrics Paper Series /2007/520, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Buncic, Daniel, 2008. "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper 6904, University Library of Munich, Germany. [Downloadable!]
• Don Webber & Paul White & Angela Helvin, 2008. "Modelling structural change using broken sticks," Discussion Papers 0801, University of the West of England, Department of Economics. [Downloadable!]
• Cornelissen, Thomas & Sonderhof, Katja, 2008. "Marginal effects in the probit model with a triple dummy variable interaction term," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-386, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Andrea Vaona, 2008. "Inflation persistence, structural breaks and omitted variables: a critical view," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 0802, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]
• Proietti, Tommaso, 2008. "Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components," MPRA Paper 6860, University Library of Munich, Germany. [Downloadable!]
• Costa Dias, Monica & Ichimura, Hidehiko & van den Berg, Gerard J., 2008. "The Matching Method for Treatment Evaluation with Selective Participation and Ineligibles," IZA Discussion Papers 3280, Institute for the Study of Labor (IZA). [Downloadable!]
• Franses, Ph.H.B.F. & Legerstee, R., 2007. "A Manager's Perspective on Combining Expert and Model-based Forecasts," Research Paper ERS-2007-083-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
• Item repec:ven:wpaper:32/07 is not listed on IDEAS anymore

• Manner Hans & Candelon Bertrand, 2007. "Testing for Asset Market Linkages: A new Approach based on Time-Varying Copulas," Research Memoranda 052, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Renee Fry & Vance L. Martin & Chrismin Tang, 2008. "A New Class Of Tests Of Contagion With Applications To Real Estate Markets," CAMA Working Papers 2008-01, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]

This page was last updated on 2008-10-5.