Report NEP-ECM-2008-07-05

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Other reports in NEP-ECM

The following items were anounced in this report:

• Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers 2008-36, School of Economics and Management, University of Aarhus. [Downloadable!]
• Karl Schlag, 2008. "Exact Tests for Correlation and for the Slope in Simple Linear Regressions without Making Assumptions," Economics Working Papers 1097, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Nikolay Gospodinov & Masayuki Hirukawa, 2008. "Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes," CIRJE F-Series CIRJE-F-573, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Pierre-Eric Treyens, 2008. "Asymptotic refinements of bootstrap tests in a linear regression model ; A CHM bootstrap using the first four moments of the residuals," Working Papers halshs-00289456_v1, HAL. [Downloadable!]
• Erik Meijer & Susann Rohwedder & Tom Wansbeek, 2008. "Prediction of Latent Variables in a Mixture of Structural Equation Models, with an Application to the Discrepancy Between Survey and Register Data," Working Papers 584, RAND Corporation Publications Department. [Downloadable!]
• Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," CIRJE F-Series CIRJE-F-574, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch, 2008. "Measuring and Modeling Risk Using High-Frequency Data," SFB 649 Discussion Papers SFB649DP2008-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008. "Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation," Tinbergen Institute Discussion Papers 08-062/4, Tinbergen Institute, revised 15 Dec 2008. [Downloadable!]
• Rangan Gupta & Alain Kabundi, 2008. "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers 200816, University of Pretoria, Department of Economics. [Downloadable!]
• D.S.G. Pollock, 2008. "IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods," Discussion Papers in Economics 08/21, Department of Economics, University of Leicester. [Downloadable!]
• K. Barhoumi & S. Benk & R. Cristadoro & A. Den Reijer & A. Jakaitiene & P. Jelonek & A. Rua & K. Ruth & C. Van Nieuwenhuyze & G. Rünstler, 2008. "Short-term forecasting of GDP using large monthly datasets – A pseudo real-time forecast evaluation exercise," Research series 200806-17, National Bank of Belgium. [Downloadable!]
• Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers 200814, University of Pretoria, Department of Economics.
• James D. Hamilton, 2008. "Macroeconomics and ARCH," NBER Working Papers 14151, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
• Monchuk, Daniel C. & Hayes, Dermot J. & Miranowski, John, 2008. "Inference Based on Alternative Bootstrapping Methods in Spatial Models with an Application to County Income Growth in the United States," Staff General Research Papers 12958, Iowa State University, Department of Economics. [Downloadable!]

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