Report NEP-ECM-2009-01-10

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The following items were anounced in this report:

• Qi Li & Esfandiar Maasoumi & Jeffrey S. Racine, 2008. "A Nonparametric Test For Equality Of Distributions With Mixed Categorical And Continuous Data," Emory Economics 0805, Department of Economics, Emory University (Atlanta). [Downloadable!]
• Barnett, William A. & Seck, Ousmane, 2008. "Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution," MPRA Paper 12500, University Library of Munich, Germany, revised 18 Mar 2009. [Downloadable!]
• Item repec:cns:cnscwp:200817 is not listed on IDEAS anymore

• Andrés M. Alonso & David Casado & Sara López Pintado & Juan Romo, 2008. "A functional data based method for time series classification," Statistics and Econometrics Working Papers ws087427, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Antonio García-Ferrer & Ester González-Prieto & Daniel Peña, 2008. "A multivariate generalized independent factor GARCH model with an application to financial stock returns," Statistics and Econometrics Working Papers ws087528, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Barnett, William A. & de Peretti, Philippe, 2008. "Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability," MPRA Paper 12503, University Library of Munich, Germany. [Downloadable!]
• Esfandiar Maasoumi & Jeffrey S. Racine, 2008. "A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes," Emory Economics 0806, Department of Economics, Emory University (Atlanta). [Downloadable!]
• Hurvich, Clifford & Wang, Yi, 2009. "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper 12575, University Library of Munich, Germany. [Downloadable!]
• Torben G. Andersen & Luca Benzoni, 2008. "Realized volatility," Working Paper Series WP-08-14, Federal Reserve Bank of Chicago. [Downloadable!]
• Chen, C.M., 2008. "Multi-Factor Policy Evaluation and Selection in the One-Sample Situation," Research Paper ERS-2008-084-LIS Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
• Maria Rosa Nieto & Esther Ruiz, 2008. "Measuring financial risk : comparison of alternative procedures to estimate VaR and ES," Statistics and Econometrics Working Papers ws087326, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Neil R. Ericsson, 2008. "The fragility of sensitivity analysis: an encompassing perspective," International Finance Discussion Papers 959, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Javier Gonzalez & Alberto Munoz, 2008. "Locally linear approximation for Kernel methods : the Railway Kernel," Statistics and Econometrics Working Papers ws087024, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• William D. Nordhaus, 2009. "The Perils of the Learning Model For Modeling Endogenous Technological Change," Cowles Foundation Discussion Papers 1685, Cowles Foundation, Yale University. [Downloadable!]
• Massimo Del Gatto & Adriana Di Liberto & C. Petraglia, 2008. "Measuring Productivity," Working Paper CRENoS 200818, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]

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