NEP-ECM-2007-03-24

This file is part of IDEAS, which uses RePEc data

Report NEP-ECM-2007-03-24

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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The following items were anounced in this report:

Guidolin, Massimo & Timmermann, Allan G, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007. "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers 12963, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Weron, Rafal & Misiorek, Adam, 2007. "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?," MPRA Paper 2292, University Library of Munich, Germany, revised Oct 2007. [Downloadable!]
Item repec:pra:mprapa:1977 is not listed on IDEAS anymore
Adrian Pagan & M. Hashem Pesaran, 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," IZA Discussion Papers 2634, Institute for the Study of Labor (IZA). [Downloadable!]
Marco Ballin & Mauro Scanu & Paola Vicard, 2005. "Model assisted approaches to complex survey sampling from finite populations using Bayesian Networks," Departmental Working Papers of Economics - University 'Roma Tre' 0054, Department of Economics - University Roma Tre. [Downloadable!]
Richard T. Baillie & Claudio Morana, 2007. "Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach," Working Papers 593, Queen Mary, University of London, Department of Economics. [Downloadable!]
Matthias Fischer, 2007. "Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes," SFB 649 Discussion Papers SFB649DP2007-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Caterina Conigliani & Andrea Tancredi, 2006. "Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics," Departmental Working Papers of Economics - University 'Roma Tre' 0064, Department of Economics - University Roma Tre. [Downloadable!]
Juan Carlos Escanciano & Jose Olmo, 2007. "Estimation Risk Effects on Backtesting For Parametric Value-at-Risk Models," Caepr Working Papers 2007-005, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
Xi Zou & David Levinson, 2006. "Modeling Pipeline Driving Behaviors: A Hidden Markov Model Approach," Working Papers 200607, University of Minnesota: Nexus Research Group. [Downloadable!]
Item repec:pra:mprapa:2339 is not listed on IDEAS anymore
José M. Labeaga & Mercedes Martos-Partal, 2007. "A Proposal to Distinguish State Dependence and Unobserved Heterogeneity in Binary Brand Choice Models," Working Papers 2007-02, FEDEA. [Downloadable!]

This page was last updated on 2008-5-18.

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