Report NEP-ECM-2008-08-06

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

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Other reports in NEP-ECM

The following items were announced in this report:

• Jan Beran & Mark A. Heiler, 2007. "Estimation of a nonparametric regression spectrum for multivariate time series," CoFE Discussion Paper 07-12, Center of Finance and Econometrics, University of Konstanz.
• Item repec:awi:wpaper:0473 is not listed on IDEAS anymore

• Jan Beran & Mark A. Heiler, 2008. "A nonparametric regression cross spectrum for multivariate time series," CoFE Discussion Paper 08-01, Center of Finance and Econometrics, University of Konstanz.
• Jan Beran, 2007. "On parameter estimation for locally stationary long-memory processes," CoFE Discussion Paper 07-13, Center of Finance and Econometrics, University of Konstanz.
• Yuanhua Feng & Jan Beran & Keming Yu, 2007. "Modelling financial time series with SEMIFAR-GARCH model," CoFE Discussion Paper 07-14, Center of Finance and Econometrics, University of Konstanz.
• Angrist, Joshua & Kuersteiner, Guido M., 2008. "Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score," IZA Discussion Papers 3606, Institute of Labor Economics (IZA).
• Drew Creal & Siem Jan Koopman & Eric Zivot, 2008. "The Effect of the Great Moderation on the U.S. Business Cycle in a Time-varying Multivariate Trend-cycle Model," Tinbergen Institute Discussion Papers 08-069/4, Tinbergen Institute.
• Item repec:esx:essedp:656 is not listed on IDEAS anymore

• Item repec:awi:wpaper:0472 is not listed on IDEAS anymore

• Mishra, SK, 2008. "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper 9737, University Library of Munich, Germany.
• Donald W.K. Andrews & Sukjin Han, 2008. "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers 1671, Cowles Foundation for Research in Economics, Yale University.
• Shamiri, Ahmed & Shaari, Abu Hassan & Isa, Zaidi, 2007. "Practical Volatility Modeling for Financial Market Risk Management," MPRA Paper 9790, University Library of Munich, Germany, revised 15 May 2008.
• Giancarlo Bruno, 2008. "Forecasting Using Functional Coefficients Autoregressive Models," ISAE Working Papers 98, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
• Stéphane Loisel & Christian Mazza & Didier Rullière, 2008. "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Post-Print hal-00168714, HAL.
• Yuanhua Feng & Jan Beran, 2007. "Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors," CoFE Discussion Paper 07-15, Center of Finance and Econometrics, University of Konstanz.
• Antonio Peyrache & Tim Coelli, 2008. "Testing procedures for detection of linear dependencies in efficiency models," CEPA Working Papers Series WP022008, School of Economics, University of Queensland, Australia.
• Item repec:esx:essedp:657 is not listed on IDEAS anymore

• Camelia Minoiu & Sanjay Reddy, 2008. "Kernel Density Estimation Based on Grouped Data; The Case of Poverty Assessment," IMF Working Papers 08/183, International Monetary Fund.
• Erik Hjalmarsson, 2008. "Predicting global stock returns," International Finance Discussion Papers 933, Board of Governors of the Federal Reserve System (U.S.).
• Item repec:ime:imedps:08-e-9 is not listed on IDEAS anymore

• P. A. Ferrari & S. Salini, 2008. "Measuring Service Quality: The Opinion of Europeans about Utilities," Working Papers 2008.36, Fondazione Eni Enrico Mattei.
• David Maddison & Katrin Rehdanz, 2008. "Carbon Emissions and Economic Growth: Homogeneous Causality in Heterogeneous Panels," Kiel Working Papers 1437, Kiel Institute for the World Economy.