Report NEP-ECM-2008-09-13

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The following items were anounced in this report:

• Naoto Kunitomo & Seisho Sato, 2008. "Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise," CIRJE F-Series CIRJE-F-581, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008. "On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments," CIRJE F-Series CIRJE-F-577, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Christophe Planas & Alessandro Rossi & Gabriele Fiorentini, 2008. "The marginal likelihood of Structural Time Series Models, with application to the euroareaa nd US NAIRU," Working Paper Series 21-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
• F Bravo, 2008. "Effcient M-estimators with auxiliary information," Discussion Papers 08/26, Department of Economics, University of York. [Downloadable!]
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Bayesian Inference in the Time Varying Cointegration Model," Working Paper Series 23-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
• Francesco Audrino & Marcelo C. Medeiros, 2008. "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008 2008-16, Department of Economics, University of St. Gallen. [Downloadable!]
• Andrea Mercatanti, 2008. "A likelihood-based analysis for relaxing the exclusion restriction in randomized experiments with imperfect compliance," Temi di discussione (Economic working papers) 683, Bank of Italy, Economic Research Department. [Downloadable!]
• Frölich, Markus & Melly, Blaise, 2008. "Identification of Treatment Effects on the Treated with One-Sided Non-Compliance," IZA Discussion Papers 3671, Institute for the Study of Labor (IZA). [Downloadable!]
• Eo, Yunjong & Morley, James C., 2008. "Likelihood-Based Confidence Sets for the Timing of Structural Breaks," MPRA Paper 10372, University Library of Munich, Germany. [Downloadable!]
• Carlos Santos, 2008. "A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution," Documentos de Trabalho em Economia (Working Papers in Economics) 05, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto). [Downloadable!]
• Wolfgang Brunauer & Stefan Lang & Peter Wechselberger & Sven Bienert, 2008. "Additive Hedonic Regression Models with Spatial Scaling Factors: An Application for Rents in Vienna," Working Papers 2008-17, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
• Kraay, Aart, 2008. "Instrumental variables regressions with honestly uncertain exclusion restrictions," Policy Research Working Paper Series 4632, The World Bank. [Downloadable!]
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "Dynamic probabilities of restrictions in state space models: An application to the Phillips curve," Working Paper Series 26-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
• John Geweke & Gianni Amisano, 2008. "Optimal Prediction Pools," Working Paper Series 22-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
• Kengo Kato & Naoto Kunitomo & Satoshi Masuda, 2008. ""Lasso-Quantile Regression and its Application to a Non-life Insurance Problem"(in Japanese)," CIRJE J-Series CIRJE-J-203, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
• Gemechis D. Djira & Frank Schaarschmidt & Bichaka Fayissa, 2008. "Inferences for Selected Location Quotients with Applications to Health Outcomes," Working Papers 200809, Middle Tennessee State University, Department of Economics and Finance. [Downloadable!]
• Gautam Tripathi, 2008. "GMM Based Inference with Standard Stratified Samples when the Aggregate Shares are Known," Working papers 2008-31, University of Connecticut, Department of Economics. [Downloadable!]
• William Greene, 2008. "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers 08-9, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
• Tatevik Sekhposyan & Barbara Rossi, 2008. "Has models’ forecasting performance for US output growth and inflation changed over time, and when?," Working Papers 09-02, Duke University, Department of Economics. [Downloadable!]
• Claude Lopez & Christian J. Murray & David H. Papell, 2008. "Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle," University of Cincinnati, Economics Working Papers Series 2008-05, University of Cincinnati, Department of Economics, revised 2008. [Downloadable!]
• Mark J. Holmes & Theodore Panagiotidis & Jesus Otero, 2008. "Are EU budgets stationary?," Discussion Paper Series 2008_07, Department of Economics, University of Macedonia, revised Sep 2008. [Downloadable!]
• Carlo Giovanni Camarda & Maria Durban, 2008. "Goodness of fit in models for mortality data," Statistics and Econometrics Working Papers ws083909, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Michael Greenacre, 2008. "Measuring Subcompositional Incoherence," Economics Working Papers 1106, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
• Lans, R.J.A. van der & Cote, J.A. & Cole, C.A. & Leong, S.M. & Smidts, A. & Henderson, P.W. & Bluemelhuber, C. & Bottomley, P.A. & Doyle, J.R. & Fedorikhin, A.S. & Janakiraman, M. & Ramaseshan, B. & S, 2008. "Cross-National Logo Evaluation Analysis: An Individual Level Approach," Research Paper ERS-2008-055-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
• Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "On the Evolution of Monetary Policy," Working Paper Series 24-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
• Schrimpf, Andreas, 2008. "International Stock Return Predictability Under Model Uncertainty," ZEW Discussion Papers 08-048, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
• Håvard Hungnes, 2008. "A Demand System for Input Factors when there are Technological Changes in Production," Discussion Papers 556, Research Department of Statistics Norway. [Downloadable!]
• Beck, Thorsten, 2008. "The econometrics of finance and growth," Policy Research Working Paper Series 4608, The World Bank. [Downloadable!]
• Kagie, M. & Loos, M. van der & Wezel, M.C. van, 2008. "Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering," Research Paper ERS-2008-053-MKT Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
• William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]

This page was last updated on 2009-11-15.