Report NEP-ETS-2006-04-29

Subscribe to this report: email or RSS

Other reports in NEP-ETS

The following items were anounced in this report:

• Stefano Iacus & Davide La Torre, 2006. "IFSM representation of Brownian motion with applications to simulation," UNIMI - Research Papers in Economics, Business, and Statistics 1016, Universitá degli Studi di Milano. [Downloadable!]
• Helena Veiga, 2006. "Volatility Forecasts: A Continuous Time Model Versus Discrete Time Models1," Statistics and Econometrics Working Papers ws062509, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
• Thanh Dinh, Thi Huyen & Kleimeier, Stefanie, 2006. "Credit Scoring for Vietnam’s Retail Banking Market: Implementation and Implications for Transactional versus Relationship Lending," Research Memoranda 012, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Lokshin, Boris, 2006. "Monte-Carlo comparison of alternative estimators for dynamic panel data models," Research Memoranda 014, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
• Erik Hjalmarsson, 2005. "Estimation of average local-to-unity roots in heterogenous panels," International Finance Discussion Papers 852, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Erik Hjalmarsson, 2006. "New methods for inference in long-run predictive regressions," International Finance Discussion Papers 853, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Erik Hjalmarsson, 2006. "Fully modified estimation with nearly integrated regressors," International Finance Discussion Papers 854, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Erik Hjalmarsson, 2006. "Should we expect significant out-of-sample results when predicting stock returns?," International Finance Discussion Papers 855, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
• Hui Guo & Robert Savickas, 2006. "Understanding stock return predictability," Working Papers 2006-019, Federal Reserve Bank of St. Louis. [Downloadable!]
• Item repec:hhb:aaracc:06-001 is not listed on IDEAS anymore

• Katsumi Shimotsu, 2006. "Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated Processes," Working Papers 1062, Queen's University, Department of Economics. [Downloadable!]
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," Working Papers 1063, Queen's University, Department of Economics. [Downloadable!]

This page was last updated on 2009-12-6.