Report NEP-ECM-2007-04-28

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Other reports in NEP-ECM

The following items were anounced in this report:

• David Ardia, 2007. "Bayesian Estimation of a Markov-Switching Threshold Asymmetric GARCH Model with Student-t Innovations," DQE Working Papers 6, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 08 Jul 2008. [Downloadable!]
• Valeri Voev, 2007. "Dynamic Modeling of Large Dimensional Covariance Matrices," CoFE Discussion Paper 07-01, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Karl H. Schlag, 2007. "How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing," Economics Working Papers ECO2007/04, European University Institute. [Downloadable!]
• Taro Kanatani & Roberto Reno', 2007. "Unbiased covariance estimation with interpolated data," Department of Economics University of Siena 502, Department of Economics, University of Siena. [Downloadable!]
• Wen-Jen Tsay & Wolfgang Härdle, 2007. "A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter," SFB 649 Discussion Papers SFB649DP2007-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
• Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2007. "An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics," CoFE Discussion Paper 07-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Arie ten Cate, 2007. " Modelling the reporting discrepancies in bilateral data," CPB Memoranda 179, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
• Sancetta, A., 2007. "Online Forecast Combination for Dependent Heterogeneous Data," Cambridge Working Papers in Economics 0718, Faculty of Economics, University of Cambridge. [Downloadable!]
• W.J. Willemse & R. Kaas, 2007. "Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality," DNB Working Papers 135, Netherlands Central Bank, Research Department. [Downloadable!]
• Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H.H. Tan, 2007. "Markov switching GARCH models of currency turmoil in southeast Asia," International Finance Discussion Papers 889, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Ingmar Nolte & Valeri Voev, 2007. "Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market¤," CoFE Discussion Paper 07-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
• Johansson-Stenman, Olof & Svedsäter, Henrik, 2007. "Hypothetical bias in choice experiments: Within versus between subject tests," Working Papers in Economics 252, Göteborg University, Department of Economics. [Downloadable!]
• Gabriel Jiménez & Javier Mencía, 2007. "Modeling the distribution of credit losses with observable and latent factors," Banco de España Working Papers 0709, Banco de España. [Downloadable!]
• Anna Conte & John D Hey & Peter G Moffatt, 2007. "Mixture Models of Choice Under Risk," Discussion Papers 07/06, Department of Economics, University of York. [Downloadable!]
• Item repec:hal:papers:halshs-00142433_v1 is not listed on IDEAS anymore

• Fabrice Murtin & Federica Marzo, 2007. "HIV/AIDS and Poverty in South Africa: a Bayesian Estimation," Cahiers de recherche 07-08, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]

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