Report NEP-CMP-2003-04-27This 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.
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 E2003/14, Centro de Estudios Andaluces.
- Mira Antonietta, 2002. "Ordering and improving Monte Carlo Markov chains performance," Economics and Quantitative Methods qf0202, Department of Economics, University of Insubria.
- 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 2002s-85, CIRANO.
- Peter Christoffersen & Denis Pelletier, 2003. "Backtesting Value-at-Risk: A Duration-Based Approach," CIRANO Working Papers 2003s-05, CIRANO.
- Sílvia Gonçalves & Lutz Kilian, 2003. "Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form," CIRANO Working Papers 2003s-17, CIRANO.
- Jérôme B. Detemple & René Garcia & Marcel Rindisbacher, 2003. "Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes," CIRANO Working Papers 2003s-11, CIRANO.
- David Hendry & Hans-Martin Krolzig, 2003. "The Properties of Automatic Gets Modelling," Economics Papers 2003-W14, Economics Group, Nuffield College, University of Oxford.
- Jose A. F. Machado & J. M. C. Santos Silva, 2002. "Quantiles for counts," CeMMAP working papers CWP22/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- David Jamieson Bolder, 2003. "A Stochastic Simulation Framework for the Government of Canada's Debt Strategy," Working Papers 03-10, Bank of Canada.
- Omtzigt Pieter, 2002. "Automatic identification of simultaneous equations models," Economics and Quantitative Methods qf0201, Department of Economics, University of Insubria.