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Report NEP-CMP-2003-04-27
This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CMP
The following items were announced in this report:
- Javier Perote Peña & Juan Perote Peña, 2003, "Strategy-Proof Estimators for Simple Regression," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/14.
- Mira Antonietta, 2002, "Ordering and improving Monte Carlo Markov chains performance," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0202, Jan.
- Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers, CIRANO, number 2002s-85, Nov.
- Peter Christoffersen & Denis Pelletier, 2003, "Backtesting Value-at-Risk: A Duration-Based Approach," CIRANO Working Papers, CIRANO, number 2003s-05, Feb.
- Silvia Gonçalves & Lutz Kilian, 2003, "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers, CIRANO, number 2003s-17, Apr.
- Jérôme Detemple & René Garcia & Marcel Rindisbacher, 2003, "Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes," CIRANO Working Papers, CIRANO, number 2003s-11, Apr.
- David Hendry & Hans-Martin Krolzig, 2003, "The Properties of Automatic Gets Modelling," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W14, Mar.
- Jose A. F. Machado Machado & Joao Santos Silva Santos Silva, 2002, "Quantiles for counts," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/02, Oct.
- David Bolder, 2003, "A Stochastic Simulation Framework for the Government of Canada's Debt Strategy," Staff Working Papers, Bank of Canada, number 03-10, DOI: 10.34989/swp-2003-10.
- Omtzigt Pieter, 2002, "Automatic identification of simultaneous equations models," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0201, Jan.