Printed from https://ideas.repec.org/n/nep-cmp/2001-12-26.html
Report NEP-CMP-2001-12-26
This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-CMP
The following items were announced in this report:
- Lyhagen, Johan, 2001. "A method to generate multivariate data with moments arbitrary close to the desired moments," SSE/EFI Working Paper Series in Economics and Finance 481, Stockholm School of Economics.
- Thomas A Lubik & Frank Schorfheide, 2001. "Computing Sunspots in Linear Rational Expectations Models," Economics Working Paper Archive 456, The Johns Hopkins University,Department of Economics, revised Jun 2002.
- Fuchun Li & Greg Tkacz, 2001. "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Staff Working Papers 01-21, Bank of Canada.
- Fuchun Li & Greg Tkacz, 2001. "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Staff Working Papers 01-12, Bank of Canada.