Printed from https://ideas.repec.org/n/nep-ecm/2008-02-09.html
Report NEP-ECM-2008-02-09
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:
- Silvestro Di Sanzo, 2007, "Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_03.
- Monica Billio & Roberto Casarin & Domenico Sartore, 2007, "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_34.
- Item repec:ecb:ecbwps:20080850 is not listed on IDEAS anymore
- Oliver Ledoit & Michael Wolf, 2008, "Robust Performance Hypothesis Testing with the Sharpe Ratio," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 320, Jan.
- Kulan Ranasinghe & Mervyn J. Silvapulle, 2008, "Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/08, Jan.
- Marcelo Moreira, 2008, "A Maximum Likelihood Method for the Incidental Parameter Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 13787, Feb.
- Søren Johansen & Bent Nielsen, 2008, "An analysis of the indicator saturation estimator as a robust regression," Discussion Papers, University of Copenhagen. Department of Economics, number 08-03, Feb.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2007, "Nonparametric Identification And Estimation Of Multivariate Mixtures," Working Paper, Economics Department, Queen's University, number 1153, Dec.
- Item repec:rim:rimwps:05-08 is not listed on IDEAS anymore
- Michael Artis & Jos� G. Clavel & Mathias Hoffmann & Dilip Nachane, 2007, "Harmonic Regression Models: A Comparative Review with Applications," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 333, Sep.
- Item repec:hal:papers:halshs-00235179_v1 is not listed on IDEAS anymore
- Härdle, Wolfgang Karl & Moro, Rouslan A. & Schäfer, Dorothea, 2007, "Estimating probabilities of default with support vector machines," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,18.
- Item repec:hum:wpaper:sfb649dp2008-018 is not listed on IDEAS anymore
- Item repec:iab:iabfme:200709 is not listed on IDEAS anymore
- Hong-Ming Huang & Chihwa Kao & Giovanni Urga, 2007, "Copula-Based Tests for Cross-Sectional Independence in Panel Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 99, Dec.
- Item repec:awi:wpaper:0462 is not listed on IDEAS anymore
- Pettersson, Kjell, 2008, "Unimodal regression in the two-parameter exponential family with constant or known dispersion parameter," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:14, Feb.
- Joseph P. Romano & Azeem M. Shaikh & Michael Wolf, 2008, "Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 337, Dec.
- Item repec:hum:wpaper:sfb649dp2008-015 is not listed on IDEAS anymore
- Andreea Halunga & Chris D. Orme, 2007, "First order asymptotic theory for parametric misspecification tests of GARCH models," Economics Discussion Paper Series, Economics, The University of Manchester, number 0721.
- J. Isaac Miller & Joon Y. Park, 2008, "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Working Papers, Department of Economics, University of Missouri, number 0801, Jan.
- Item repec:hum:wpaper:sfb649dp2008-014 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00235448_v1 is not listed on IDEAS anymore
- Eduardo Fé Rodríguez, 2007, "Exploring a stochastic frontier model when the dependent variable is a count," Economics Discussion Paper Series, Economics, The University of Manchester, number 0725.
- Monica Billio & Massimiliano Caporin, 2007, "Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_18.
- Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007, "Business Cycle Analysis with Multivariate Markov Switching Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_32.
- Item repec:iab:iabfme:200704 is not listed on IDEAS anymore
- Inoue, Atsushi & Rossi, Barbara, 2008, "Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models," Working Papers, Duke University, Department of Economics, number 08-02.
- Ralf Becker & Denise Osborn, 2007, "Weighted smooth transition regressions," Economics Discussion Paper Series, Economics, The University of Manchester, number 0724.