NEP-ECM-2001-12-19

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2001-12-19

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 anounced in this report:

Joffre Swait & Wiktor Adamowicz & Martin van Bueren, . "Choice and Temporal Welfare Impacts: Dynamic GEV Discrete Choice Models," Staff Papers 0003, University of Alberta, Department of Rural Economics. [Downloadable!]
Luca Benati, . "Band-pass filtering, cointegration, and business cycle analysis," Bank of England working papers 142, Bank of England. [Downloadable!]
Item repec:wop:cirano:2001s65 is not listed on IDEAS anymore
Jurgen A. Doornik & Marius Ooms, 2001. "Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models," Economics Papers 2001-W27, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
Albert Marcet & Morten O. Ravn, 2001. "The HP-Filter in Cross-country Comparisons," Economics Working Papers 588, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2003. [Downloadable!]
Ole E. Barndorff-Nielsen & Elisa Nicolato & Neil Shephard, 2001. "Some recent developments in stochastic volatility modelling," Economics Papers 2001-W25, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
Paul Contoyannis, Andrea M Jones and Roberto Leon-Gonzalez, . "Using Simulation-Based Inference with Panel Data in Health Economics," Discussion Papers 01/20, Department of Economics, University of York. [Downloadable!]
Nikolai Svetlov, 2001. "Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)," Econometrics 0112002, EconWPA. [Downloadable!]
Item repec:wop:cirano:2001s61 is not listed on IDEAS anymore
Olivier Ledoit & Michael Wolf, 2001. "Improved Estimation of the Covariance Matrix of Stock Returns with an Application to Portofolio Selection," Economics Working Papers 586, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

This page was last updated on 2008-10-5.

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