Report NEP-ETS-2003-11-03

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Other reports in NEP-ETS

The following items were anounced in this report:

• Liudas Giraitis & Peter M Robinson, 2002. "Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory," STICERD - Econometrics Paper Series /2002/438, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Courtney Coile, 2003. "Health Shocks And Couples' Labor Supply Decisions," Working Papers, Center for Retirement Research at Boston College 2003-08, Center for Retirement Research. [Downloadable!]
• Woocheol Kim & Oliver Linton, 2003. "A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models," STICERD - Econometrics Paper Series /2003/456, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Javier Hualde & Peter M Robinson, 2003. "Cointegration in Fractional Systems with Unkown Integration Orders," STICERD - Econometrics Paper Series /2003/449, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Oliver Linton & Enno Mammen, 2003. "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series /2003/453, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao, 2002. "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," STICERD - Econometrics Paper Series /2002/435, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Jesús Crespo-Cuaresma & Adelina Gschwandtner, 2003. "The competitive environment hypothesis revisited: Nonlinearity, nonstationrity and profit persistence," Vienna Economics Papers 0316, University of Vienna, Department of Economics. [Downloadable!]
• Javier Hidalgo, 2003. "An Alternative Bootstrap to Moving Blocks for Time Series Regression Models," STICERD - Econometrics Paper Series /2003/452, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Liudas Giraitis & Remigijus Leipus & Peter M Robinson & Donatas Surgailis, 2003. "LARCH, Leverage and Long Memory," STICERD - Econometrics Paper Series /2003/460, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Raffaella Giacomini, 2002. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods," Boston College Working Papers in Economics 583, Boston College Department of Economics. [Downloadable!]
• Raffaella Giacomini & Andreas Gottschling & Christian Haefke & Halbert White, 2002. "Hypernormal Densities," Boston College Working Papers in Economics 584, Boston College Department of Economics. [Downloadable!]
• Item repec:sbs:wpsefe:2003mf13 is not listed on IDEAS anymore

• Javier Hidalgo, 2002. "Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation," STICERD - Econometrics Paper Series /2002/430, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
• Marc Henry & Peter M Robinson, 2002. "Higher-Order Kernel Semiparametric M-Estimation of Long Memory," STICERD - Econometrics Paper Series /2002/436, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]

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