Report NEP-ECM-2008-06-13

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Other reports in NEP-ECM

The following items were anounced in this report:

• Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute. [Downloadable!]
• Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 08-18, Bank of Canada. [Downloadable!]
• Brendan K. Beare, 2008. "Unit Root Testing with Unstable Volatility," Economics Papers 2008-W06, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Subbotin, Viktor, 2007. "Asymptotic and bootstrap properties of rank regressions," MPRA Paper 9030, University Library of Munich, Germany, revised 20 Mar 2008. [Downloadable!]
• Helen Armstrong & Christopher K. Carter & Kevin K. F. Wong & Robert Kohn, 2007. "Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models," Discussion Papers 2007-13, School of Economics, The University of New South Wales. [Downloadable!]
• Matei Demetrescu & Helmut Luetkepohl & Pentti Saikkonen, 2008. "Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term," Economics Working Papers ECO2008/24, European University Institute. [Downloadable!]
• Markku Lanne & Helmut Luetkepohl, 2008. "A Statistical Comparison of Alternative Identification Schemes for Monetary Policy Shocks," Economics Working Papers ECO2008/23, European University Institute. [Downloadable!]
• Donald W.K. Andrews & Patrik Guggenberger, 2008. "Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity," Cowles Foundation Discussion Papers 1665, Cowles Foundation, Yale University. [Downloadable!]
• Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge. [Downloadable!]
• Lokshin, Boris, 2008. "Further results on bias in dynamic unbalanced panel data models with an application to firm R&D investment," UNU-MERIT Working Paper Series 039, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
• Marc Hallin & Roman Liska, 2008. "Dynamic Factors in the Presence of Block Structure," Economics Working Papers ECO2008/22, European University Institute. [Downloadable!]
• Markku Lanne & Pentti Saikkonen, 2008. "Modeling Expectations with Noncausal Autoregressions," Economics Working Papers ECO2008/20, European University Institute. [Downloadable!]
• Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008. "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge. [Downloadable!]
• Item repec:pra:mprapa:8880 is not listed on IDEAS anymore

• Nicoletti C, 2008. "Multiple Sample Selection in the Estimation of Intergenerational Occupational Mobility," ISER working papers 2008-20, Institute for Social and Economic Research. [Downloadable!]
• Bent Nielsen & Heino Bohn Nielsen, 2008. "Properties of etimated characteristic roots," Economics Papers 2008-W07, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Møller, Niels Framroze, 2008. "Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model," Economics Discussion Papers 2008-21, Kiel Institute for the World Economy. [Downloadable!]
• Harvey, A., 2008. "Modeling the Phillips curve with unobserved components," Cambridge Working Papers in Economics 0805, Faculty of Economics, University of Cambridge. [Downloadable!]
• Freeman, Alan, 2008. "Datapedia: a Yellow Brick Roadmap," MPRA Paper 9012, University Library of Munich, Germany. [Downloadable!]

This page was last updated on 2009-11-22.