Report NEP-ORE-2008-05-10This 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.
The following items were announced in this report:
- Wagatha, Matthias, 2007.
"Integration, Kointegration und die Langzeitprognose von Kreditausfallzyklen
[Integration, Cointegration and Long-Horizont Forecasting of Credit-Default-Cycles]," MPRA Paper 8602, University Library of Munich, Germany.
- William C. Horrace & Christopher F. Parmeter, 2008. "Semiparametric Deconvolution with Unknown Error Variance," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 104, Center for Policy Research, Maxwell School, Syracuse University.
- Rocco Macchiavello, 2008. "Contractual Institutions, Financial Development and Vertical Integration: Theory and Evidence," Economics Series Working Papers, University of Oxford, Department of Economics 392, University of Oxford, Department of Economics.
- Fraser, Iain & Balcombe, Kelvin & Sharma, Abhijit, 2007. "Bayesian Model Averaging and Identification of Structural Breaks in Time Series," MPRA Paper 8676, University Library of Munich, Germany.
- Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 2/08, Monash University, Department of Econometrics and Business Statistics.
- Christian N. Brinch, 2008. "Simulated Maximum Likelihood using Tilted Importance Sampling," Discussion Papers, Research Department of Statistics Norway 540, Research Department of Statistics Norway.
- Sitzia, Bruno & Iovino, Doriana, 2008. "Nonlinearities in Exchange rates: Double EGARCH Threshold Models for Forecasting Volatility," MPRA Paper 8661, University Library of Munich, Germany.