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Report NEP-ECM-2007-03-24
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Timmermann, Allan & Guidolin, Massimo, 2007, "Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6188, Mar.
- 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, National Bureau of Economic Research, Inc, number 12963, Mar.
- 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, University Library of Munich, Germany, number 2292, Mar, 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, Institute of Labor Economics (IZA), number 2634, Feb.
- 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', Department of Economics - University Roma Tre, number 0054, Dec.
- Item repec:qmw:qmwecw:wp593 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2007-012 is not listed on IDEAS anymore
- 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', Department of Economics - University Roma Tre, number 0064, Feb.
- Juan Carlos Escanciano & Jose Olmo, 2007, "Backtesting Parametric Value-at-Risk with Estimation Risk," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-005, Mar, revised Sep 2008.
- Xi Zou & David Levinson, 2006, "Modeling Pipeline Driving Behaviors: A Hidden Markov Model Approach," Working Papers, University of Minnesota: Nexus Research Group, number 200607.
- 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, FEDEA, number 2007-02, Feb.