Report NEP-ECM-2009-01-31

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Other reports in NEP-ECM

The following items were anounced in this report:

• Xun Tang, 2009. "Binary Regressions with Bounded Median Dependence," PIER Working Paper Archive 09-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Nikolay Gospodinov & Ye Tao, 2009. "Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors," Working Papers 09001, Concordia University, Department of Economics. [Downloadable!]
• Fabio Canova & Filippo Ferroni, 2009. "Multiple filtering devices for the estimation of cyclical DSGE models," Economics Working Papers 1135, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Bernd Droge & Deniz Dilan Karaman Örsal, 2009. "Panel Cointegration Testing in the Presence of a Time Trend," SFB 649 Discussion Papers SFB649DP2009-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Nikolay Gospodinov & Taisuke Otsu, 2008. "Local GMM Estimation of Time Series Models with Conditional Moment Restrictions," Working Papers 08010, Concordia University, Department of Economics. [Downloadable!]
• Davy Paindaveine, 2009. "On Multivariate Runs Tests for Randomness," ECARES Working Papers 2009_002, Université Libre de Bruxelles, Ecares. [Downloadable!]
• S. Sanfelici & S. Ogawa, 2008. "An improved two-step regularization scheme for spot volatility estimation," Economics Department Working Papers 2008-ME02, Department of Economics, Parma University (Italy). [Downloadable!]
• Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
• Hallin, M. & Akker, R. van den & Werker, B.J.M., 2009. "A Class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests," Discussion Paper 2009-2, Tilburg University, Center for Economic Research. [Downloadable!]
• Don Harding & Adrian Pagan, 2009. "An Econometric Analysis of Some Models for Constructed Binary Time Series," NCER Working Paper Series 39, National Centre for Econometric Research, revised 02 Jul 2009. [Downloadable!]
• Damba Lkhagvasuren & Ragchaasuren Galindev, 2008. "Discretization of Highly-Persistent Correlated AR(1) Shocks," Working Papers 08012, Concordia University, Department of Economics, revised Nov 2008. [Downloadable!]
• David E. Giles & Hui Feng, 2009. "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers 0902, Department of Economics, University of Victoria. [Downloadable!]
• D'Agostino, Antonello & McQuinn, Kieran & O'Brien, Derry, 2008. "Now-casting Irish GDP," Research Technical Papers 9/RT/08, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
• Jesús Fernández-Villaverde, 2009. "The Econometrics of DSGE Models," NBER Working Papers 14677, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Dellino, G. & Kleijnen, J.P.C. & Meloni, C., 2008. "Robust Optimization in Simulation: Taguchi and Response Surface Methodology," Discussion Paper 2008-69, Tilburg University, Center for Economic Research. [Downloadable!]
• Ozlem Tasseven, 2008. "Modelling Seasonality An Extension of the HEGY Approach in the Presence of Two Structural Breaks," Working Papers 200843, Faculty of economics, Department of Economics, revised Dec 2008. [Downloadable!]
• Mishra, SK, 2009. "Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses," MPRA Paper 12948, University Library of Munich, Germany. [Downloadable!]
• Item repec:cte:wsrepe:ws090301 is not listed on IDEAS anymore

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