Report NEP-ECM-2009-01-03

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

• Andersson, Fredrik N. G., 2008. "Bandspectrum Cointegration," Working Papers 2008:18, Lund University, Department of Economics. [Downloadable!]
• Rossi, Eduardo & Spazzini, Filippo, 2008. "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper 12260, University Library of Munich, Germany. [Downloadable!]
• Dinghai Xu & John Knight, 2008. "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Working Papers 08006, University of Waterloo, Department of Economics. [Downloadable!]
• Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance. [Downloadable!]
• Christian Kascha & Francesco Ravazzolo, 2008. "Combining inflation density forecasts," Working Paper 2008/22, Norges Bank. [Downloadable!]
• Herwartz, Helmut, 2008. "Exact inference in diagnosing value-at-risk estimates: A Monte Carlo device," Economics Working Papers 2008,16, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
• Dayton M. Lambert & Raymond J.G.M. Florax & Seong-Hoon Cho, 2008. "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working Papers 08-10, Purdue University, College of Agriculture, Department of Agricultural Economics. [Downloadable!]
• 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," CREATES Research Papers 2008-63, School of Economics and Management, University of Aarhus. [Downloadable!]
• Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim, 2008. "Panel Error Correction Testing with Global Stochastic Trends," Research Memoranda 051, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Arulampalam, Wiji & Stewart, Mark B., 2008. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," The Warwick Economics Research Paper Series (TWERPS) 884, University of Warwick, Department of Economics. [Downloadable!]
• Dinghai Xu & John Knight & Tony S. Wirjanto, 2008. "Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach"," Working Papers 08007, University of Waterloo, Department of Economics. [Downloadable!]
• Saraswata Chaudhuri & Eric Zivot, 2008. "A new method of projection-based inference in GMM with weakly identified nuisance parameters," Working Papers UWEC-2008-26, University of Washington, Department of Economics. [Downloadable!]
• Yingyao Hu & Matthew Shum, 2008. "Identifying Dynamic Games with Serially-Correlated Unobservables," Economics Working Paper Archive 546, The Johns Hopkins University,Department of Economics. [Downloadable!]
• Dingan Feng & Peter X.-K. Song & Tony S. Wirjanto, 2008. "Time-Deformation Modeling Of Stock Returns Directed By Duration Processes," Working Papers 08010, University of Waterloo, Department of Economics. [Downloadable!]
• Büttner, Thomas & Rässler, Susanne, 2008. "Multiple imputation of right-censored wages in the German IAB Employment Sample considering heteroscedasticity," IAB Discussion Paper 200844, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
• Kirstin Hubrich & Kenneth D. West, 2008. "Forecast Evaluation of Small Nested Model Sets," NBER Working Papers 14601, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Enzo Weber, 2008. "Structural Dynamic Conditional Correlation," SFB 649 Discussion Papers SFB649DP2008-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Artem Prokhorov, 2008. "On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models," Working Papers 08004, Concordia University, Department of Economics. [Downloadable!]
• Elke Hahn & Frauke Skudelny, 2008. "Early estimates of euro area real GDP growth - a bottom up approach from the production side," Working Paper Series 975, European Central Bank. [Downloadable!]
• Dinghai Xu & Tony S. Wirjanto, 2008. "An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility," Working Papers 08008, University of Waterloo, Department of Economics. [Downloadable!]
• Item repec:hal:journl:halshs-00349205_v1 is not listed on IDEAS anymore

• Knut Are Aastveit & Tørres G. Trovik, 2008. "Estimating the output gap in real time: A factor model approach," Working Paper 2008/23, Norges Bank. [Downloadable!]
• Bo E. Honore & Aureo de Paula, 2007. "Interdependent Durations, Second Version," PIER Working Paper Archive 08-044, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Nov 2008. [Downloadable!]
• Xun Tang, 2008. "Bounds on Revenue Distributions in Counterfactual Auctions with Reserve Prices," PIER Working Paper Archive 08-042, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Adam Cagliarini & Mariano Kulish, 2008. "Solving Linear Rational Expectations Models with Predictable Structural Changes," RBA Research Discussion Papers rdp2008-10, Reserve Bank of Australia. [Downloadable!]
• Item repec:hal:journl:halshs-00348884_v1 is not listed on IDEAS anymore

• Francis Vella & Lídia Farré & Roger Klein, 2008. "A Parametric Control Function Approach to Estimating the Returns to Schooling in the Absence of Exclusion Restrictions: An Application to the NLSY," Working Papers. Serie AD 2008-16, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
• Theall, Katherine P. & Scribner, Richard & Lynch , Sara & Simonsen, Neal & Schonlau, Matthias & Carlin, Bradley & Cohen, Deborah, 2008. "Impact of Small Group Size on Neighborhood Influences in Multilevel Models," MPRA Paper 11648, University Library of Munich, Germany. [Downloadable!]
• Bretteville-Jensen, Anne Line & Jacobi, Liana, 2008. "Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use," IZA Discussion Papers 3879, Institute for the Study of Labor (IZA). [Downloadable!]
• Item repec:gla:glaewp:2008_33 is not listed on IDEAS anymore

• Thilo Moseler & Christian Bender, 2008. "Importance sampling for backward SDEs," CoFE Discussion Paper 08-11, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

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