Report NEP-ECM-2008-05-05

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The following items were anounced in this report:

• Einmahl, J.H.J. & Segers, J.J.J., 2008. "Maxuimum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Discussion Paper 2008-42, Tilburg University, Center for Economic Research. [Downloadable!]
• Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation, Yale University, revised Oct 2008. [Downloadable!]
• Mark J Jensen & John M Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Papers tecipa-314, University of Toronto, Department of Economics. [Downloadable!]
• Patrik Guggenberger, 2008. "The Impact of a Hausman Pretest on the Size of Hypothesis Tests," Cowles Foundation Discussion Papers 1651, Cowles Foundation, Yale University. [Downloadable!]
• Clive Bowsher & Roland Meeks, 2008. "The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve," OFRC Working Papers Series 2008fe24, Oxford Financial Research Centre. [Downloadable!]
• Yamin Ahmad, 2007. "The Effects of Small Sample Bias in Threshold Autoregressive Models," Working Papers 07-01, UW-Whitewater, Department of Economics, revised Jun 2007. [Downloadable!]
• Christian N. Brinch, 2008. "Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations," Discussion Papers 539, Research Department of Statistics Norway. [Downloadable!]
• William A. Barnett & Apostolos Serletis, 2008. "Consumer Preferences and Demand Systems," Working Papers 2008-25, Department of Economics, University of Calgary, revised 29 Jan 2008. [Downloadable!]
• Bandyopadhyay, Debdas & Das, Arabinda, 2007. "Identifiability of the Stochastic Frontier Models," MPRA Paper 8032, University Library of Munich, Germany, revised Jan 2008. [Downloadable!]
• Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2008. "Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows," Working Papers 2008-3, Swiss National Bank. [Downloadable!]
• Riccardo Gusso & Uwe Schmock, 2008. "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers 163, Department of Applied Mathematics, University of Venice. [Downloadable!]
• Wong, Woon K, 2008. "A Unique Orthogonal Variance Decomposition," Cardiff Economics Working Papers E2008/10, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
• Jose M. Vidal-Sanz, 2008. "A valid theory on probabilistic causation," Business Economics Working Papers wb081702, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
• Amstad, Marlene & Fischer, Andreas, 2008. "Are Weekly Inflation Forecasts Informative?," Working Papers 2008-5, Swiss National Bank, revised 29 Feb 2008. [Downloadable!]

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