Report NEP-ECM-2008-10-13

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The following items were anounced in this report:

• Marmer, Vadim & Otsu, Taisuke, 2008. "Optimal Comparison of Misspecified Moment Restriction Models," Micro Theory Working Papers vadim_marmer-2008-13, Microeconomics.ca Website, revised 21 Aug 2009. [Downloadable!]
• Roberto Casarin & Domenico sartore, 2008. "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers 0816, University of Brescia, Department of Economics. [Downloadable!]
• Dong Jin Lee, 2008. "Parametric and Semiparametric Efficient Tests for Parameter Instability," Working papers 2008-40, University of Connecticut, Department of Economics, revised Aug 2009. [Downloadable!]
• Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics. [Downloadable!]
• Gianni Amisano & Roberto Casarin, 2008. "Particle Filters for Markov-Switching Stochastic-Correlation Models," Working Papers 0814, University of Brescia, Department of Economics. [Downloadable!]
• Yasuhiro Omori & Koji Miyawaki, 2008. "Tobit Model with Covariate Dependent Thresholds," CIRJE F-Series CIRJE-F-594, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• T M Christensen & A. S. Hurn & K A Lindsay, 2008. "Discrete time-series models when counts are unobservable," NCER Working Paper Series 35, National Centre for Econometric Research. [Downloadable!]
• Debby Lanser & Henk Kranendonk, 2008. "Investigating uncertainty in macroeconomic forecasts by stochastic simulation," CPB Discussion Papers 112, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
• Denis Conniffe & Donal O’Neill, 2008. "An Efficient Estimator for Dealing with Missing Data on Explanatory Variables in a Probit Choice Model," Economics, Finance and Accounting Department Working Paper Series n1960908.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
• Sergio Chavez & Eckhard Platen, 2008. "Distributional Deviations in Random Number Generation in Finance," Research Paper Series 228, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
• Cobus Burger, 2008. "Sample selection bias and the South African wage function," Working Papers 18/2008, Stellenbosch University, Department of Economics. [Downloadable!]
• Richard Blundell & Mónica Costa Dias, 2008. "Alternative Approaches to Evaluation in Empirical Microeconomics," CETE Discussion Papers 0805, Universidade do Porto, Faculdade de Economia do Porto. [Downloadable!]
• Raj Chetty, 2008. "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," NBER Working Papers 14399, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Michael Greenacre, 2008. "Correspondence analysis of raw data," Economics Working Papers 1112, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2009. [Downloadable!]
• Xavier De Scheemaekere & Ariane Szafarz, 2008. "Inverting Bernoulli’s Theorem: The Original Sin," Working Papers CEB 08-029.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
• Clements, Michael P., 2008. "Explanations of the inconsistencies in survey respondents'forecasts," The Warwick Economics Research Paper Series (TWERPS) 870, University of Warwick, Department of Economics. [Downloadable!]
• Clements, Michael P., 2008. "Rounding of probability forecasts : The SPF forecast probabilities of negative output growth," The Warwick Economics Research Paper Series (TWERPS) 869, University of Warwick, Department of Economics. [Downloadable!]

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