NEP-ECM-2007-09-09

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Report NEP-ECM-2007-09-09

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:

Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche 07-10, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007. "Theory and inference for a Markov switching Garch model," Cahiers de recherche 07-09, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007. "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche 07-08, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
Yasuhiro Omori & Toshiaki Watanabe, 2007. "Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models," CIRJE F-Series CIRJE-F-507, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Jouchi Nakajima & Yasuhiro Omori, 2007. "Leverage, heavy-tails and correlated jumps in stochastic volatility models," CIRJE F-Series CIRJE-F-514, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Andersson, Jonas, 2007. "On the estimation of correlations for irregularly spaced time series," Discussion Papers 2007/19, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
Wolfgang Polasek & Richard Sellner & Wolfgang Schwarzbauer, 2007. "Long term regional forecasting with spatial equation systems," Working Paper Series 10-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
Brendan K. Beare, 2007. "A New Mixing Condition," Economics Series Working Papers 348, University of Oxford, Department of Economics. [Downloadable!]
Wilke, Ralf A. & Lo, Simon M. S. & Arntz, Melanie, 2007. "Bounds Analysis of Competing Risks: A Nonparametric Evaluation of the Effect of Unemployment Benefits on Imigration in Germany," ZEW Discussion Papers 07-049, ZEW - Zentrum fÃ¼r EuropÃ¤ische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]

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

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