Report NEP-ECM-2009-07-17

Subscribe to this report: email or RSS

Other reports in NEP-ECM

The following items were anounced in this report:

• Alain Guay & Jean-Francois Lamarche, 2009. "Structural change tests based on implied probabilitie for GEL criteria," Working Papers 0904, Brock University, Department of Economics, revised May 2009. [Downloadable!]
• Mohitosh Kejriwal & Pierre Perron, 2009. "A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series wp2009-005, Boston University - Department of Economics. [Downloadable!]
• Yingyao Hu and Geert Ridder, 2009. "Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information," Economics Working Paper Archive 554, The Johns Hopkins University,Department of Economics. [Downloadable!]
• Jose Olmo, 2009. "Extreme Value Theory Filtering Techniques for Outlier Detection," City University Economics Discussion Papers 09/09, Department of Economics, City University, London. [Downloadable!]
• Stéphane Loisel & Nicolas Privault, 2009. "Sensitivity analysis and density estimation for finite-time ruin probabilities," Post-Print hal-00201347_v3, HAL. [Downloadable!]
• Wing-Keung Wong & Guorui Bian, 2005. "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Monash Economics Working Papers 09/05, Monash University, Department of Economics. [Downloadable!]
• Min Wei & Jonathan Wright, 2009. "Confidence intervals for long-horizon predictive regressions via reverse regressions," Finance and Economics Discussion Series 2009-27, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Barhoumi, K. & Darné, O. & Ferrara, L., 2009. "Are disaggregate data useful for factor analysis in forecasting French GDP?," Documents de Travail 232, Banque de France. [Downloadable!]
• Sibbertsen, Philipp & Willert, Juliane, 2009. "Testing for a break in persistence under long-range dependencies and mean shifts," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-422, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
• Ralph W. Bailey, 2009. "Sums and Extreme Values of Random Variables: Duality Properties," Discussion Papers 09-05, Department of Economics, University of Birmingham. [Downloadable!]
• Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Documents de Travail 234, Banque de France. [Downloadable!]

This page was last updated on 2009-11-29.