Report NEP-ECM-2009-03-22

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Other reports in NEP-ECM

The following items were anounced in this report:

• Badi H. Baltagi & Qu Feng & Chihwa Kao, 2009. "Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)," Center for Policy Research Working Papers 112, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
• Subbotin, Viktor, 2008. "Essays on the econometric theory of rank regressions," MPRA Paper 14086, University Library of Munich, Germany. [Downloadable!]
• Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas, 2009. "Instrumental Variables Quantile Regression for Panel Data with Measurement Errors," City University Economics Discussion Papers 09/06, Department of Economics, City University, London. [Downloadable!]
• Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas & Jose Olmo, 2009. "Threshold Quantile Autoregressive Models," City University Economics Discussion Papers 09/05, Department of Economics, City University, London. [Downloadable!]
• De Witte, Kristof & Mika, Kortelainen, 2009. "Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables," MPRA Paper 14034, University Library of Munich, Germany. [Downloadable!]
• George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Timo Mitze, 2009. "Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?," Ruhr Economic Papers 0083, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
• David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009. "To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods," Tinbergen Institute Discussion Papers 09-017/4, Tinbergen Institute. [Downloadable!]
• Jan J. J. Groen & George Kapetanios, 2009. "Model selection criteria for factor-augmented regressions," Staff Reports 363, Federal Reserve Bank of New York. [Downloadable!]
• Keane, Michael P. & Sauer, Robert M., 2009. "A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables," IZA Discussion Papers 4054, Institute for the Study of Labor (IZA). [Downloadable!]
• Alfredo García-Hiernaux, 2009. "Diagnostic checking using subspace methods," Documentos del Instituto Complutense de Análisis Económico 0901, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
• Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009. [Downloadable!]
• Kyungchul Song, 2009. "Two-Step Extremum Estimation with Estimated Single-Indices," PIER Working Paper Archive 09-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Martin Browning & Jesus M. Carro, 2009. "Dynamic binary outcome models with maximal heterogeneity," Economics Working Papers we091710, Universidad Carlos III, Departamento de Economía. [Downloadable!]
• Rob J. Hyndman & Han Lin Shang, 2008. "Rainbow plots, Bagplots and Boxplots for Functional Data," Monash Econometrics and Business Statistics Working Papers 9/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Makoto Abe, 2009. "Customer Lifetime Value and RFM Data: Accounting Your Customers: One by One," CIRJE F-Series CIRJE-F-616, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• George Athanasopoulos & Rob J Hyndman & Haiyan Song & Doris C Wu, 2008. "The tourism forecasting competition," Monash Econometrics and Business Statistics Working Papers 10/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009. [Downloadable!]
• Kyungchul Song, 2009. "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling," PIER Working Paper Archive 09-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2009. "On the efficacy of techniques for evaluating multivariate volatility forecasts," NCER Working Paper Series 41, National Centre for Econometric Research. [Downloadable!]
• Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas & Gabriel Sung Y. Park, 2009. "Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns," City University Economics Discussion Papers 09/04, Department of Economics, City University, London. [Downloadable!]
• Badi H. Baltagi & Peter Egger & Michael Pfafermayr, 2009. "A Generalized Spatial Panel Data Model with Random Effects," Center for Policy Research Working Papers 113, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
• Badi H. Baltagi & Georges Bresson & Alain Pirotte, 2009. "Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain's Minimum Chi-Squared Test," Center for Policy Research Working Papers 115, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
• Ralph D. Snyder & Anne B. Koehler, 2008. "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers 7/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Bayer, Christian & Hanck, Christoph, 2009. "Combining Non-Cointegration Tests," Research Memoranda 012, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Massimiliano Caporin & Michael McAleer, 2009. "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," Documentos del Instituto Complutense de Análisis Económico 0904, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
• Massimiliano Caporin & Michael McAleer, 2009. "A Scientific Classification of Volatility Models," Documentos del Instituto Complutense de Análisis Económico 0905, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
• Alfredo García-Hiernaux, 2009. "Forecasting linear dynamical systems using subspace methods," Documentos del Instituto Complutense de Análisis Económico 0902, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
• Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos del Instituto Complutense de Análisis Económico 0911, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
• Onatski, Alexei & Uhlig, Harald, 2009. "Unit Roots in White Noise," MPRA Paper 14057, University Library of Munich, Germany. [Downloadable!]
• Jean-Yves Duclos & Josée Leblanc & David Sahn, 2009. "Comparing Population Distributions from bin-Aggregated Sample Data: an Application to Historical Height Data from France," Cahiers de recherche 0910, CIRPEE. [Downloadable!]
• Chan, Wing Hong & Young, Denise, 2009. "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers 2009-13, University of Alberta, Department of Economics. [Downloadable!]
• Rob J Hyndman & Shu Fan, 2008. "Density forecasting for long-term peak electricity demand," Monash Econometrics and Business Statistics Working Papers 6/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

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