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Report NEP-ORE-2008-12-14
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.Subscribe to this report: email or RSS Other reports in NEP-ORE
The following items were anounced in this report:
Kleppe, Tore Selland & Skaug, Hans J., 2008.
"Simulated maximum likelihood for general stochastic volatility models: a change of variable approach MPRA Paper
12022, University Library of Munich, Germany.
[Downloadable!] Rodney W. Strachan & Herman K. van Dijk, 2008.
"Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk Tinbergen Institute Discussion Papers
08-096/4, Tinbergen Institute.
[Downloadable!] Jean-Marie Dufour & Abderrahim Taamouti, 2008.
"Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms Economics Working Papers
we086027, Universidad Carlos III, Departamento de EconomÃa.
[Downloadable!] Hafner, Christian M. & Manner, Hans, 2008.
"Dynamic stochastic copula models: Estimation, inference and applications Research Memoranda
043, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!] Frank A.G. den Butter & Pieter W. Jansen, 2008.
"Beating the Random Walk: a Performance Assessment of Long-term Interest Rate Forecasts Tinbergen Institute Discussion Papers
08-102/3, Tinbergen Institute.
[Downloadable!] This page was last updated on 2009-11-29.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .