Report NEP-ECM-2007-03-24This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.
The following items were announced in this report:
- Guidolin, Massimo & Timmermann, Allan G, 2007. "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers 6188, C.E.P.R. Discussion Papers.
- Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007. "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers 12963, National Bureau of Economic Research, Inc.
- Weron, Rafal & Misiorek, Adam, 2007. "Heavy tails and electricity prices: Do time series models with non-Gaussian noise forecast better than their Gaussian counterparts?," MPRA Paper 2292, University Library of Munich, Germany, revised Oct 2007.
- Item repec:pra:mprapa:1977 is not listed on IDEAS anymore
- Pagan, Adrian & Pesaran, M. Hashem, 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," IZA Discussion Papers 2634, Institute for the Study of Labor (IZA).
- Marco Ballin & Mauro Scanu & Paola Vicard, 2005. "Model assisted approaches to complex survey sampling from finite populations using Bayesian Networks," Departmental Working Papers of Economics - University 'Roma Tre' 0054, Department of Economics - University Roma Tre.
- Richard T. Baillie & Claudio Morana, 2007. "Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach," Working Papers 593, Queen Mary University of London, School of Economics and Finance.
- Matthias Fischer, 2007. "Are Correlations Constant Over Time? Application of the CC-TRIGt-test to Return Series from Different Asset Classes," SFB 649 Discussion Papers SFB649DP2007-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Caterina Conigliani & Andrea Tancredi, 2006. "Comparing parametric and semi-parametric approaches for bayesian cost-effectiveness analyses in health economics," Departmental Working Papers of Economics - University 'Roma Tre' 0064, Department of Economics - University Roma Tre.
- Item repec:inu:caeprp:2007005 is not listed on IDEAS anymore
- Xi Zou & David Levinson, 2006. "Modeling Pipeline Driving Behaviors: A Hidden Markov Model Approach," Working Papers 200607, University of Minnesota: Nexus Research Group.
- Item repec:pra:mprapa:2339 is not listed on IDEAS anymore
- José M. Labeaga & Mercedes Martos-Partal, 2007. "A Proposal to Distinguish State Dependence and Unobserved Heterogeneity in Binary Brand Choice Models," Working Papers 2007-02, FEDEA.