NEP-ECM-2005-09-17

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Report NEP-ECM-2005-09-17

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:

Jonathan B. Hill, 2005. "Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Strochastic Processes with an Application," Working Papers 0513, Florida International University, Department of Economics. [Downloadable!]
Dass Rajanish, 2005. "An Efficient Algorithm for Frequent Pattern Mining for Real-Time Business Intelligence Analytics in Dense Datasets," IIMA Working Papers 2005-08-05, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
Tiemen Woutersen & Jerry Hausman, 2005. "Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity," Economics Working Paper Archive 525, The Johns Hopkins University,Department of Economics. [Downloadable!]
Ahmed Shamiri & Abu Hassan, 2005. "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics 0509015, EconWPA. [Downloadable!]

This page was last updated on 2009-11-29.

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