Report NEP-ECM-2008-07-30

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The following items were anounced in this report:

• Spanos, Aris, 2008. "The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling," Economics Discussion Papers 2008-25, Kiel Institute for the World Economy. [Downloadable!]
• Morten Ørregaard Nielsen & Per Frederiksen, 2008. "Fully Modified Narrow-Band Least Squares Estimation of Stationary Fractional Cointegration," Working Papers 1171, Queen's University, Department of Economics. [Downloadable!]
• Morten Ørregaard Nielsen, 2008. "Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders," Working Papers 1174, Queen's University, Department of Economics. [Downloadable!]
• Naoto Kunitomo, 2008. "An Optimal Modification of the LIML Estimation for Many Instruments and Persistent Heteroscedasticity," CIRJE F-Series CIRJE-F-576, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668, Cowles Foundation, Yale University. [Downloadable!]
• Steve Lawford & Michalis P. Stamatogiannis, 2008. "The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators," Working Paper Series 13-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
• Dimitrios D. Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration," Working Paper Series 14-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
• Hong, Seung Hyun & Wagner, Martin, 2008. "Nonlinear Cointegration Analysis and the Environmental Kuznets Curve," Economics Series 224, Institute for Advanced Studies. [Downloadable!]
• Jennifer Brown & Les Oxley & William Rea & Marco Reale, 2008. "The Empirical Properties of Some Popular Estimators of Long Memory Processes," Working Papers in Economics 08/13, University of Canterbury, Department of Economics. [Downloadable!]
• Emanuele Taufer, 2008. "Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes," DISA Working Papers 0805, Department of Computer and Management Sciences, University of Trento, Italy, revised 07 Jul 2008. [Downloadable!]
• Shiyi Chen & Kiho Jeong & Wolfgang K. Härdle, 2008. "Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns," SFB 649 Discussion Papers SFB649DP2008-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Gary Koop & Markus Jochmann & Rodney W. Strachan, 2008. "Bayesian Forecasting using Stochastic Search Variable Selection in a VAR Subject to Breaks," Working Paper Series 19-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
• Chiara Tommasi, 2008. "Optimal designs for both model discrimination and parameter estimation," UNIMI - Research Papers in Economics, Business, and Statistics 1071, Universitá degli Studi di Milano. [Downloadable!]
• Mallick, Debdulal, 2009. "Marginal and Interaction Effects in Ordered Response Models," MPRA Paper 9617, University Library of Munich, Germany. [Downloadable!]
• Valter Di Giacinto & Marcello Pagnini, 2008. "Agglomeration within and between regions: Two econometric based indicators," Temi di discussione (Economic working papers) 674, Bank of Italy, Economic Research Department. [Downloadable!]
• Kalckreuth, Ulf von, 2008. "Panel estimation of state dependent adjustment when the target is unobserved," Discussion Paper Series 1: Economic Studies 2008,09, Deutsche Bundesbank, Research Centre. [Downloadable!]
• Stefano Iacus & Gary King & Giuseppe Porro, 2008. "Matching for Causal Inference Without Balance Checking," UNIMI - Research Papers in Economics, Business, and Statistics 1073, Universitá degli Studi di Milano. [Downloadable!]
• Francisco Peñaranda & Enrique Sentana, 2008. "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Economics Working Papers 1101, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Pieralda Ferrari & Laura Pagani & Carlo Fiorio, 2008. "A two-step procedure to analyse users' satisfaction," UNIMI - Research Papers in Economics, Business, and Statistics 1068, Universitá degli Studi di Milano. [Downloadable!]
• Karim M. Abadir & Gabriel Talmain & Giovanni Caggiano, 2008. "Nelson-Plosser revisited: the ACF approach," Working Paper Series 18-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
• Leon du Toit, 2008. "Optimal HP filtering for South Africa," Working Papers 07/2008, Stellenbosch University, Department of Economics. [Downloadable!]
• Manca, A & Austin, P. C, 2008. "Using propensity score methods to analyse individual patient-level cost-effectiveness data from observational studies," Health, Econometrics and Data Group (HEDG) Working Papers 08/20, HEDG, c/o Department of Economics, University of York. [Downloadable!]

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