Report NEP-ECM-2009-07-28

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Other reports in NEP-ECM

The following items were anounced in this report:

• Ramazan Gencay & Nikola Gradojevic, 2009. "Errors-in-Variables Estimation with No Instruments," Working Paper Series wp30_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• Mark J. Jensen & John M. Maheu, 2009. "Bayesian semiparametric stochastic volatility modeling," Working Paper Series wp23_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009. "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers 1714, Cowles Foundation, Yale University. [Downloadable!]
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009. "Structural Threshold Regression," Working Paper Series wp22_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• Moscone, Francesco & Tosetti, Elisa, 2009. "GMM estimation of spatial panels," MPRA Paper 16327, University Library of Munich, Germany. [Downloadable!]
• Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2009. "An Improved Bootstrap Test of Stochastic Dominance," Cowles Foundation Discussion Papers 1713, Cowles Foundation, Yale University. [Downloadable!]
• Yuriy Gorodnichenko & Serena Ng, 2009. "Estimation of DSGE Models When the Data are Persistent," NBER Working Papers 15187, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," OFRC Working Papers Series 2009fe02, Oxford Financial Research Centre. [Downloadable!]
• Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge. [Downloadable!]
• Franses, Ph.H.B.F., 2009. "Testing Changing Harmonic Regressors," Econometric Institute Report EI 2009-13 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
• Thomas Lux & Leonardo Morales-Arias, 2009. "Forecasting Volatility under Fractality, Regime-Switching, Long Memory and Student-t Innovations," Kiel Working Papers 1532, Kiel Institute for the World Economy. [Downloadable!]
• Eva Poen, 2009. "The Tobit model with feedback and random effects: A Monte-Carlo study," Discussion Papers 2009-14, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham. [Downloadable!]
• Xun Tang, 2009. "Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes," PIER Working Paper Archive 09-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Gary Koop & Dimitris Korobilis, 2009. "Forecasting Inflation Using Dynamic Model Averaging," Working Paper Series wp34_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• Xun Tang, 2009. "Estimating Simultaneous Games with Incomplete Information under Median Restrictions," PIER Working Paper Archive 09-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
• Sydney C. Ludvigson & Serena Ng, 2009. "A Factor Analysis of Bond Risk Premia," NBER Working Papers 15188, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Paresh Kumar Narayan & Stephan Popp, 2009. "A Nonlinear Approach to Testing the Unit Root Null Hypothesis: An Application to International Health Expenditures," Economics Series 2009_10, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
• Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper Series wp27_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• James J. Heckman & Petra E. Todd, 2009. "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," NBER Working Papers 15179, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Vasyl Golosnoy & Jens Hogrefe, 2009. "Sequential Methodology for Signaling Business Cycle Turning Points," Kiel Working Papers 1528, Kiel Institute for the World Economy. [Downloadable!]
• Mark J. Holmes & Jesús Otero & Theodore Panagiotidis, 2009. "Are Eu Budget Deficits Stationary?," Working Paper Series 17-09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• T. Demuynck, 2009. "An (almost) unbiased estimator for the S-Gini index," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/569, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
• John M. Maheu & Thomas H. McCurdy, 2009. "Do high-frequency measures of volatility improve forecasts of return distributions?," Working Paper Series wp19_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]
• Eric Gautier & Yuichi Kitamura, 2009. "Nonparamatric estimation in binary choice models," Working Papers hal-00403939_v1, HAL. [Downloadable!]
• Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," The School of Economics Discussion Paper Series 0912, Economics, The University of Manchester. [Downloadable!]
• Essahbi Essaadi & Jamel Jouini & Wajih Khallouli, 2009. "The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis," Post-Print halshs-00404386_v1, HAL. [Downloadable!]
• Bortoluzzo, Adriana B. & Morettin, Pedro A. & Toloi, Clelia M. C., 2008. "Time-Varying Autoregressive Conditional Duration Model," Ibmec Working Papers wpe_172, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]

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