Report NEP-ECM-2009-07-03

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The following items were anounced in this report:

• Taoufik Bouezmarni & Jeroen V. K. Rombouts & Abderrahim Taamouti, 2009. "A nonparametric copula based test for conditional independence with applications to granger causality," Economics Working Papers we093419, Universidad Carlos III, Departamento de Economía. [Downloadable!]
• Hannu Oja & Davy Paindaveine & Sara Taskinen, 2009. "Parametric and Nonparametric Test for Multivariate Independence in IC Models," ECARES Working Papers 2009_018, Université Libre de Bruxelles, Ecares. [Downloadable!]
• Ted Juhl & Zhijie Xiao, 2009. "Tests for Changing Mean with Monotonic Power," Boston College Working Papers in Economics 709, Boston College Department of Economics. [Downloadable!]
• Olivier Parent & James P. Lesage, 2009. "A space-time filter for panel data models containing random effects," University of Cincinnati, Economics Working Papers Series 2009-04, University of Cincinnati, Department of Economics. [Downloadable!]
• Kim Christensen & Roel Oomen & Mark Podolskij, 2009. "Realised Quantile-Based Estimation of the Integrated Variance," CREATES Research Papers 2009-27, School of Economics and Management, University of Aarhus. [Downloadable!]
• Zhijie Xiao, 2009. "Quantile Cointegrating Regression," Boston College Working Papers in Economics 708, Boston College Department of Economics. [Downloadable!]
• Ahlgren, Niklas & Antell, Jan, 2009. "The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 541, Hanken School of Economics. [Downloadable!]
• Adam Clements & Ralf Becker, 2009. "A nonparametric approach to forecasting realized volatility," NCER Working Paper Series 43, National Centre for Econometric Research. [Downloadable!]
• Gunnar Bårdsen and Helmut Lütkepohl, 2009. "Forecasting Levels of log Variables in Vector Autoregressions," Working Paper Series 10409, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]
• Dae-Jin Lee & Maria Durban, 2009. "P-spline anova-type interaction models for spatio-temporal smoothing," Statistics and Econometrics Working Papers ws093312, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Colin Stewart, 2009. "Nonmanipulable Bayesian Testing," Working Papers tecipa-360, University of Toronto, Department of Economics. [Downloadable!]
• de Luna, Xavier & Lundin, Mathias, 2009. "Sensitivity analysis of the unconfoundedness assumption in observational studies," Working Paper Series 2009:12, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
• Cecilia Frale & Massimiliano Marcellino & Gian Luigi Mazzi & Tommaso Proietti, 2009. "Survey Data as Coicident or Leading Indicators," Economics Working Papers ECO2009/19, European University Institute. [Downloadable!]
• Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009. "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper 2009/10, Norges Bank. [Downloadable!]
• Franses, Philip Hans & Groot, Bert de & Legerstee, Rianne, 2009. "Testing for Harmonic Regressors," Nyenrode Research Papers Series NRI09-05, Nyenrode Business Universiteit. [Downloadable!]
• Flores, Carlos A. & Flores-Lagunes, Alfonso, 2009. "Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness," IZA Discussion Papers 4237, Institute for the Study of Labor (IZA). [Downloadable!]
• Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-3, Swiss National Bank. [Downloadable!]
• Yingyao Hu, David McAdams and Matthew Shum, 2009. "Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity," Economics Working Paper Archive 553, The Johns Hopkins University,Department of Economics. [Downloadable!]
• Karen A. Kopecky & Richard M. H. Suen, 2009. "Finite State Markov-Chain Approximations to Highly Persistent Processes," Working Papers 200904, University of California at Riverside, Department of Economics, revised May 2009. [Downloadable!]
• Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute. [Downloadable!]
• Ralph D. Snyder & J. Keith Ord, 2009. "Exponential Smoothing and the Akaike Information Criterion," Monash Econometrics and Business Statistics Working Papers 4/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
• Harin, Alexander, 2009. "General correcting formula of forecasting?," MPRA Paper 15746, University Library of Munich, Germany. [Downloadable!]
• Jan Fidrmuc & Ariane Tichit, 2009. "Mind the Break! Accounting for Changing Patterns of Growth during Transition," CEDI Discussion Paper Series 09-02, Centre for Economic Development and Institutions(CEDI), Brunel University. [Downloadable!]
• Item repec:ecb:ecbwps:200901059 is not listed on IDEAS anymore

• Amanda E. Kowalski, 2009. "Censored Quantile Instrumental Variable Estimates of the Price Elasticity of Expenditure on Medical Care," NBER Working Papers 15085, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Wouters G. & De Schepper A., 2009. "Optimal Moment Bounds under Multiple Shape Constraints," Working Papers 2009005, University of Antwerp, Faculty of Applied Economics. [Downloadable!]

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