Printed from https://ideas.repec.org/n/nep-ecm/2007-09-09.html
Report NEP-ECM-2007-09-09
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:
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-10, Aug.
- Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2007, "Theory and inference for a Markov switching Garch model," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-09, Aug.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-08, Jul.
- Yasuhiro Omori & Toshiaki Watanabe, 2007, "Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-507, Aug.
- Jouchi Nakajima & Yasuhiro Omori, 2007, "Leverage, heavy-tails and correlated jumps in stochastic volatility models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-514, Sep.
- Andersson, Jonas, 2007, "On the estimation of correlations for irregularly spaced time series," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/19, Jul.
- Item repec:rim:rimwps:10-07 is not listed on IDEAS anymore
- Brendan K. Beare, 2007, "A New Mixing Condition," Economics Series Working Papers, University of Oxford, Department of Economics, number 348, Sep.
- Wilke, Ralf A. & Lo, Simon M. S. & Arntz, Melanie, 2007, "Bounds Analysis of Competing Risks: A Nonparametric Evaluation of the Effect of Unemployment Benefits on Imigration in Germany," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-049.