NEP-ORE-2008-01-05

This file is part of IDEAS, which uses RePEc data

Report NEP-ORE-2008-01-05

This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.

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The following items were anounced in this report:

Eduardo A. Cavallo & Patricio Valenzuela, 2007. "The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis," IMF Working Papers 07/228, International Monetary Fund. [Downloadable!]
Abdou Kâ Diongue & Dominique Guégan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne b07058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2007. "A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances," Center for Policy Research Working Papers 98, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
Arkadiusz Wisniowski, 2008. "Bayesian analysis of growth using stochastic frontier model," Working Papers 23, Department of Applied Econometrics, Warsaw School of Economics. [Downloadable!]
Joachim Wilde, 2007. "A Simple Representation of the Bera-Jarque-Lee Test for Probit Models," IWH Discussion Papers -07, Halle Institute for Economic Research. [Downloadable!]

This page was last updated on 2008-7-20.

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