Report NEP-ECM-2008-08-06

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Other reports in NEP-ECM

The following items were anounced in this report:

• Jan Beran & Mark A. Heiler, 2007. "Estimation of a nonparametric regression spectrum for multivariate time series," CoFE Discussion Paper 07-12, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Christian Conrad & Enno Mammen, 2008. "Nonparametric Regression on Latent Covariates with an Application to Semiparametric GARCH-in-Mean Models," Working Papers 0473, University of Heidelberg, Department of Economics, revised Jul 2008. [Downloadable!]
• Jan Beran & Mark A. Heiler, 2008. "A nonparametric regression cross spectrum for multivariate time series," CoFE Discussion Paper 08-01, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Jan Beran, 2007. "On parameter estimation for locally stationary long-memory processes," CoFE Discussion Paper 07-13, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Yuanhua Feng & Jan Beran & Keming Yu, 2007. "Modelling financial time series with SEMIFAR-GARCH model," CoFE Discussion Paper 07-14, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Angrist, Joshua & Kuersteiner, Guido M., 2008. "Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score," IZA Discussion Papers 3606, Institute for the Study of Labor (IZA). [Downloadable!]
• Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model," Tinbergen Institute Discussion Papers 08-069/4, Tinbergen Institute. [Downloadable!]
• Jose A. F. Machado & J. M. C. Santos Silva, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 656, University of Essex, Department of Economics. [Downloadable!]
• Christian Conrad & Menelaos Karanasos & Ning Zeng, 2008. "Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study," Working Papers 0472, University of Heidelberg, Department of Economics, revised Jul 2008. [Downloadable!]
• Mishra, SK, 2008. "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper 9737, University Library of Munich, Germany. [Downloadable!]
• Donald W.K. Andrews & Sukjin Han, 2008. "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1671, Cowles Foundation, Yale University. [Downloadable!]
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007. "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper 9790, University Library of Munich, Germany, revised 15 May 2008. [Downloadable!]
• Giancarlo Bruno, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers 98, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
• Stéphane Loisel & Christian Mazza & Didier Rullière, 2008. "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Post-Print hal-00168714_v1, HAL. [Downloadable!]
• Yuanhua Feng & Jan Beran, 2007. "Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors," CoFE Discussion Paper 07-15, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Antonio Peyrache & Tim Coelli, 2008. "Testing procedures for detection of linear dependencies in efficiency models," CEPA Working Papers Series WP022008, School of Economics, University of Queensland, Australia. [Downloadable!]
• Georgios Papadopoulos & J. M. C. Santos Silva, 2008. "Identification issues in models for underreported counts," Economics Discussion Papers 657, University of Essex, Department of Economics. [Downloadable!]
• Camelia Minoiu & Sanjay Reddy, 2008. "Kernel Density Estimation Based on Grouped Data: The Case of Poverty Assessment," IMF Working Papers 08/183, International Monetary Fund. [Downloadable!]
• Erik Hjalmarsson, 2008. "Predicting global stock returns," International Finance Discussion Papers 933, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Mototsugu Shintani & Tomoyoshi Yabu & and Daisuke Nagakura, 2008. "Spurious Regressions in Technical Trading: Momentum or Contrarian?," IMES Discussion Paper Series 08-E-9, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
• P. A. Ferrari & S. Salini, 2008. "Measuring Service Quality: The Opinion of Europeans about Utilities," Working Papers 2008.36, Fondazione Eni Enrico Mattei. [Downloadable!]
• David Maddison & Katrin Rehdanz, 2008. "Carbon Emissions and Economic Growth: Homogeneous Causality in Heterogeneous Panels," Kiel Working Papers 1437, Kiel Institute for the World Economy. [Downloadable!]

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