Printed from https://ideas.repec.org/n/nep-ecm/2007-12-01.html
Report NEP-ECM-2007-12-01
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:
- Loriano Mancini & Fabio Trojani, 2007, "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-31, Oct.
- Andersson, Michael K & Karlsson, Sune, 2007, "Bayesian forecast combination for VAR models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 216, Nov.
- Gregory Connor & Matthias Hagmann & Oliver Linton, 2007, "Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-26, Sep.
- Item repec:umc:wpaper:0718 is not listed on IDEAS anymore
- Dominique Guegan & Zhiping Lu, 2007, "A note on self-similarity for discrete time series," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07055, Nov.
- Dominique Guegan & Florian Ielpo, 2007, "Flexible time series models for subjective distribution estimation with monetary policy in view," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07056, Oct.
- J. Hirschberg & J. Lye, 2007, "A Reinterpretation of Interactions in Regressions," Department of Economics - Working Papers Series, The University of Melbourne, number 1015.
- Dominique Guegan, 2007, "Global and local stationary modelling in finance: theory and empirical evidence," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07053, Apr.
- Marmer, Vadim & Shneyerov, Artyom & Xu, Pai, 2007, "What Model for Entry in First-Price Auctions? A Nonparametric Approach," Microeconomics.ca working papers, Vancouver School of Economics, number marmer-07-11-22-02-26-44, Nov, revised 18 Feb 2011.
- Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2007, "Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability," Working Papers Series, Central Bank of Brazil, Research Department, number 151, Nov.
- Ricardo Schechtman, 2007, "Joint Validation of Credit Rating PDs under Default Correlation," Working Papers Series, Central Bank of Brazil, Research Department, number 149, Oct.
- Frisén, Marianne, 2007, "Principles for Multivariate Surveillance," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:4, Jan.
- Andersson, Eva, 2007, "Effect of dependency in systems for multivariate surveillance," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:1, Jan.
- D.S.G. Pollock, 2007, "Investigating Economic Trends And Cycles," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 07/17, Nov, revised Apr 2008.
- James Yetman & Gregor W. Smith, 2007, "The Curse Of Irving Fisher (professional Forecasters' Version)," Working Paper, Economics Department, Queen's University, number 1144, Nov.
- Dimitrios Thomakos & Tao Wang, 2007, "'Optimal' Probabilistic Predictions for Financial Returns," Working Papers, University of Peloponnese, Department of Economics, number 0006.
- Item repec:hum:wpaper:sfb649dp2007-062 is not listed on IDEAS anymore
- Frisén, Marianne, 2007, "Optimal Sequential Surveillance for Finance, Public Health, and Other Areas," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:2, Jan.
- Paul Levine & Joseph Pearlman & George Perendia, 2007, "Estimating DSGE Models under Partial Information," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1607, Nov.
- Bock, David, 2007, "Consequences of using the probability of a false alarm as the false alarm measure," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:3, Jan.
- Weisbrod, Julian & Vollmer, Sebastian & Holzmann, Hajo, 2007, "Perspectives on the World Income Distribution: Beyond Twin Peaks Towards Welfare Conclusions," Proceedings of the German Development Economics Conference, Göttingen 2007, Verein für Socialpolitik, Research Committee Development Economics, number 32.
- Dominique Guegan, 2007, "Chaos in economics and finance," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07054, Jun, revised Jan 2009, DOI: 10.1016/j.arcontrol.2009.01.002.
- Item repec:cte:werepe:we077443 is not listed on IDEAS anymore
- Juan Manuel Julio, 2007, "The Fan Chart: The Technical Details Of The New Implementation," Borradores de Economia, Banco de la Republica, number 4294, Nov.
- Barnett, William A. & Duzhak, Evgeniya A., 2007, "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," MPRA Paper, University Library of Munich, Germany, number 6005, Nov.