Report NEP-ECM-2009-03-28

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Other reports in NEP-ECM

The following items were anounced in this report:

• Areosa, W.D. & McAleer, M. & Medeiros, M.C., 2008. "Moment-bases estimation of smooth transition regression models with endogenous variables," Econometric Institute Report EI 2008-36 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Pooter, M.D. de & Ravazzolo, F. & Segers, R. & Dijk, H.K. van, 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Report EI 2008-13 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Kunst, R.M. & Franses, Ph.H.B.F., 2009. "Testing for seasonal unit roots in monthly panels of time series," Econometric Institute Report EI 2009-05 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Li, GuangJie & Leon-Gonzalez, Roberto, 2009. "A Correction Function Approach to Solve the Incidental Parameter Problem," Cardiff Economics Working Papers E2009/6, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
• Item repec:ecb:ecbwps:200901030 is not listed on IDEAS anymore

• Canova, Fabio & Sala, Luca, 2009. "Back to square one: identification issues in DSGE models," CEPR Discussion Papers 7234, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
• Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," IMES Discussion Paper Series 09-E-11, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
• Dijk, A. van & Rosmalen, J.M. van & Paap, R., 2009. "A Bayesian approach to two-mode clustering," Econometric Institute Report EI 2009-06 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Item repec:ecb:ecbwps:200901017 is not listed on IDEAS anymore

• M. Hashem Pesaran & Andreas Pick, 2009. "Forecasting Random Walks under Drift Instability," DNB Working Papers 207, Netherlands Central Bank, Research Department. [Downloadable!]
• Li, GuangJie, 2009. "Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect," Cardiff Economics Working Papers E2009/5, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
• Emilio Leton & Elisa M. Molanes, 2009. "Adjusted empirical likelihood estimation of the youden index and associated threshold for the bigamia model," Statistics and Econometrics Working Papers ws091907, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Franses, Ph.H.B.F. & McAleer, M. & Legerstee, R., 2008. "Expert opinion versus expertise in forecasting," Econometric Institute Report EI 2008-30 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Wagner, Martin & Hlouskova, Jaroslava, 2009. "Growth Regressions, Principal Components and Frequentist Model Averaging," Economics Series 236, Institute for Advanced Studies. [Downloadable!]
• Franses, Ph.H.B.F., 2008. "Outliers and judgemental adjustment of time series forecasts," Econometric Institute Report EI 2008-04 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Franses, Ph.H.B.F., 2008. "Model selection for forecast combination," Econometric Institute Report EI 2008-11 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Davy Paindaveine & Miroslav Siman, 2009. "On Directional Multiple-Output Quantile Regression," ECARES Working Papers 2009_011, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Segers, R. & Franses, Ph.H.B.F., 2008. "Measuring weekly consumer confidence," Econometric Institute Report EI 2008-01 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Bannouh, K. & Dijk, D.J.C. van & Martens, M.P.E., 2008. "Range-based covariance estimation using high-frequency data: The realized co-range," Econometric Institute Report EI 2007-53 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Reinhold Kosfeld & Hans-Friedrich Eckey & Jørgen Lauridsen, 2009. "Spatial Point Pattern Analysis and Industry Concentration," MAGKS Papers on Economics 200916, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung). [Downloadable!]
• Gibson, Fiona L. & Burton, Michael, 2009. "Biased estimates in discrete choice models: the appropriate inclusion of psychometric data into the valuation of recycled wastewater," 2009 Conference (53rd), February 11-13, 2009, Cairns, Australia 47943, Australian Agricultural and Resource Economics Society. [Downloadable!]
• Alexandre Petkovic & David Veredas, 2009. "Aggregation of Linear Models for Panel Data," ECARES Working Papers 2009_012, Université Libre de Bruxelles, Ecares. [Downloadable!]

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