Report NEP-ECM-2013-02-08This 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.
The following items were announced in this report:
- Gabriele Fiorentini & Enrique Sentana, 2012. "Tests For Serial Dependence In Static, Non-Gaussian Factor Models," Working Papers wp2012_1211, CEMFI.
- David Pacini, 2012. "Least Square Linear Prediction with Two-Sample Data," Bristol Economics Discussion Papers 12/631, Department of Economics, University of Bristol, UK.
- Halkos, George & Kevork, Ilias, 2013. "Forecasting the optimal order quantity in the newsvendor model under a correlated demand," MPRA Paper 44189, University Library of Munich, Germany.
- Chau, Tak Wai, 2013. "Is the Use of Autocovariances in Level the Best in Estimating the Income Processes? A Simulation Study," MPRA Paper 44106, University Library of Munich, Germany.
- Item repec:eca:wpaper:2013/139176 is not listed on IDEAS anymore
- Marcello Galeotti, 2013. "Computing the probability measure of a d-dimensional simplex via overlapping hypercubes," DiMaD Working Papers 2013-01, Dipartimento di Matematica per le Decisioni, Universita' degli Studi di Firenze.
- Senay Sokullu, 2012. "Nonparametric Analysis of Two-Sided Markets," Bristol Economics Discussion Papers 12/628, Department of Economics, University of Bristol, UK.
- Wolfgang Karl Härdle & Elena Silyakova, 2012. "Implied Basket Correlation Dynamics," SFB 649 Discussion Papers SFB649DP2012-066, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Massimiliano Marcellino & Mario Porqueddu & Fabrizio Venditti, 2013. "Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility," Temi di discussione (Economic working papers) 896, Bank of Italy, Economic Research and International Relations Area.