Printed from https://ideas.repec.org/n/nep-ecm/2008-04-04.html
Report NEP-ECM-2008-04-04
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:
- Masato Ubukata & Kosuke Oya, 2008, "A Test for Dependence and Covariance Estimator of Market Microstructure Noise," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-03-Rev.2, Mar.
- Item repec:qmw:qmwecw:wp626 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp625 is not listed on IDEAS anymore
- Rodríguez, Alejandro & Ruiz Ortega, Esther, 2008, "Bootstrap prediction intervals in State Space models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws081104, Mar.
- Item repec:qmw:qmwecw:wp627 is not listed on IDEAS anymore
- Christian Conrad & Menelaos Karanasos, 2008, "Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 08-189, Feb, DOI: 10.3929/ethz-a-005552237.
- Wang, Mu-Chun, 2008, "Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2008,04.
- I. Sulis & M. Porcu, 2008, "Assessing the Effectiveness of a Stochastic Regression Imputation Method for Ordered Categorical Data," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200804.
- Maria Kasch & Massimiliano Caporin, 2008, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0065.