Report NEP-ECM-2008-11-11

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Other reports in NEP-ECM

The following items were anounced in this report:

• Nedeljkovic, Milan, 2008. "Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems," The Warwick Economics Research Paper Series (TWERPS) 876, University of Warwick, Department of Economics. [Downloadable!]
• Mutl, Jan & Pfaffermayr, Michael, 2008. "The Spatial Random Effects and the Spatial Fixed Effects Model. The Hausman Test in a Cliff and Ord Panel Model," Economics Series 229, Institute for Advanced Studies. [Downloadable!]
• Kuswanto, Heri & Sibbertsen, Philipp, 2008. "A Study on "Spurious Long Memory in Nonlinear Time Series Models"," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-410, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Costantini, Mauro & Pappalardo, Carmine, 2008. "Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some ," Economics Series 228, Institute for Advanced Studies. [Downloadable!]
• Item repec:ctl:louvco:2008045 is not listed on IDEAS anymore

• Item repec:ctl:louvco:2008047 is not listed on IDEAS anymore

• Aurea Grane & Anna V. Tchirina, 2008. "Asymptotic properties of a goodness-of-fit test based on maximum correlations," Statistics and Econometrics Working Papers ws084211, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008. "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers 2008-W10, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
• Valentina Corradi & Andres Fernandez & Norman Swanson, 2008. "Information in the revision process of real-time datasets," Working Papers 08-27, Federal Reserve Bank of Philadelphia. [Downloadable!]
• Jesús P. Colino, 2008. "New stochastic processes to model interest rates : LIBOR additive processes," Statistics and Econometrics Working Papers ws085316, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Özer Karagedikli & Troy Matheson & Christie Smith & Shaun Vahey, 2008. "RBCs and DSGEs: The Computational Approach to Business Cycle Theory and Evidence," Working Paper 2008/17, Norges Bank. [Downloadable!]
• Dominique Guegan & Cyril Caillault, 2008. "Forecasting VaR and Expected shortfall using dynamical Systems : a risk Management Strategy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185374_v1, HAL. [Downloadable!]
• Item repec:ctl:louvco:2008013 is not listed on IDEAS anymore

• Emilio Leton & Pilar Zuluaga, 2008. "Unbalanced groups in nonparametric survival tests," Statistics and Econometrics Working Papers ws085215, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Debopam Bhattacharya & Pascaline Dupas, 2008. "Inferring Welfare Maximizing Treatment Assignment under Budget Constraints," NBER Working Papers 14447, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Santos Monteiro, Paulo, 2008. "Testing Full Consumption Insurance in the Frequency Domain," The Warwick Economics Research Paper Series (TWERPS) 874, University of Warwick, Department of Economics. [Downloadable!]
• Sibbertsen, Philipp & Stahl, Gerhard & Luedtke, Corinna, 2008. "Measuring Model Risk," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-409, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Hu, Jian, 2008. "Dependence Structures in Chinese and U.S. Financial Markets -- A Time-varying Conditional Copula Approach," MPRA Paper 11401, University Library of Munich, Germany. [Downloadable!]
• Asher A. Blass & Saul Lach & Charles F. Manski, 2008. "Using Elicited Choice Probabilities to Estimate Random Utility Models: Preferences for Electricity Reliability," NBER Working Papers 14451, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Stefano Iezzi, 2008. "Investors' risk attitude and risky behavior: a Bayesian approach with imperfect information," Temi di discussione (Economic working papers) 692, Bank of Italy, Economic Research Department. [Downloadable!]
• Grassi, Stefano & Proietti, Tommaso, 2008. "Has the Volatility of U.S. Inflation Changed and How?," MPRA Paper 11453, University Library of Munich, Germany. [Downloadable!]

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