Report NEP-ECM-2008-12-14

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Other reports in NEP-ECM

The following items were anounced in this report:

• Jean-Marie Dufour & Abderrahim Taamouti, 2008. "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," Economics Working Papers we086027, Universidad Carlos III, Departamento de Economía. [Downloadable!]
• Hanck, Christoph, 2008. "Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation," MPRA Paper 11988, University Library of Munich, Germany. [Downloadable!]
• Drew Creal & Siem Jan Koopman & André Lucas, 2008. "A General Framework for Observation Driven Time-Varying Parameter Models," Tinbergen Institute Discussion Papers 08-108/4, Tinbergen Institute. [Downloadable!]
• Hafner, Christian M. & Manner, Hans, 2008. "Dynamic stochastic copula models: Estimation, inference and applications," Research Memoranda 043, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008. "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers 2008-62, School of Economics and Management, University of Aarhus. [Downloadable!]
• Palm, Franz C. & Smeekes, Stephan & Urbain, Jean-Pierre, 2008. "Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests," Research Memoranda 048, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Kaddour Hadri & Eiji Kurozumi, 2008. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," Global COE Hi-Stat Discussion Paper Series gd08-016, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Kleppe, Tore Selland & Skaug, Hans J., 2008. "Simulated maximum likelihood for general stochastic volatility models: a change of variable approach," MPRA Paper 12022, University Library of Munich, Germany. [Downloadable!]
• Òscar Jordà & Massimiliano Marcellino, 2008. "Path Forecast Evaluation," Economics Working Papers ECO2008/34, European University Institute. [Downloadable!]
• Avarucci, Marco & Velasco, Carlos, 2008. "A Wald Test for the Cointegration Rank in Nonstationary Fractional Systems," Research Memoranda 049, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007. [Downloadable!]
• Gianluca, MORETTI & Giulio, NICOLETTI, 2008. "Estimating DGSE models with long memory dynamics," Discussion Papers (ECON - Département des Sciences Economiques) 2008037, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
• Item repec:ags:puaewp:44258 is not listed on IDEAS anymore

• Jeroen Hinloopen & Rien Wagenvoort & Charles van Marrewijk, 2008. "A K-sample Homogeneity Test based on the Quantification of the p-p Plot," Tinbergen Institute Discussion Papers 08-100/1, Tinbergen Institute. [Downloadable!]
• Christophe Ley & Davy Paindaveine, 2008. "Le Cam optimal tests for symmetry against Ferreira and Steel’s general skewed distributions," ECARES Working Papers 2008_041, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Di Iorio, Francesca & Fachin, Stefano, 2008. "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper 12053, University Library of Munich, Germany. [Downloadable!]
• Rodney W. Strachan & Herman K. van Dijk, 2008. "Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk," Tinbergen Institute Discussion Papers 08-096/4, Tinbergen Institute. [Downloadable!]
• Siem Jan Koopman & Soon Yip Wong, 2008. "Spline Smoothing over Difficult Regions," Tinbergen Institute Discussion Papers 08-114/4, Tinbergen Institute. [Downloadable!]
• Alberto Holly & Alain Montfort & Michael Rockinger, 2008. "Fourth order pseudo maximum likelihood methods," Working Papers 0802, University of Lausanne, Institute of Health Economics and Management (IEMS). [Downloadable!]
• Item repec:hal:journl:halshs-00344839_v1 is not listed on IDEAS anymore

• Ihle, Rico & Cramon-Taubadel, Stephan von, 2008. "A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37603, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
• Dae-Jin Lee & Maria Durban, 2008. "Smooth-car mixed models for spatial count data," Statistics and Econometrics Working Papers ws085820, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Jean Jacod & Mark Podolskij & Mathias Vetter, 2008. "Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution," CREATES Research Papers 2008-61, School of Economics and Management, University of Aarhus. [Downloadable!]
• Lennart Hoogerheide & Herman K. van Dijk, 2008. "Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling," Tinbergen Institute Discussion Papers 08-092/4, Tinbergen Institute. [Downloadable!]
• Ran, Tao & Zapata, Hector, 2008. "Mixed Unit Roots and Deterministic Trends in Noncausality Tests," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6745, Southern Agricultural Economics Association. [Downloadable!]
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2008. "A Monthly Indicator of the Euro Area GDP," Economics Working Papers ECO2008/32, European University Institute. [Downloadable!]
• Xu, Zhiwei, 2008. "Univariate Unobserved-Component Model with Non-Random Walk Permanent Component," MPRA Paper 12038, University Library of Munich, Germany. [Downloadable!]

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