Printed from https://ideas.repec.org/n/nep-ecm/2008-12-01.html
Report NEP-ECM-2008-12-01
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:
- Per Frederiksen & Frank S. Nielsen, 2008, "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-59, Nov.
- Item repec:ecb:ecbwps:20080957 is not listed on IDEAS anymore
- Ignacio RodrÃguez Carreño & L. Gila Useros, A. Malanda Trigueros, J. Navallas Irujo, J. RodrÃguez Falces, S. Gómez Elvira, 2008, "Influence of Baseline Fluctuation Cancellation on Automatic Measurement of Motor Unit Action Potential Duration," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/08, Dec.
- Ole E. Barndorff-Nielsen & Neil Shephard, 2008, "Modelling and measuring volatility," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe31.
- Jumah, Adusei & Kunst, Robert M., 2008, "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series, Institute for Advanced Studies, number 231, Nov.
- Szabolcs Blazsek & Anna Downarowicz, 2008, "Regime switching models of hedge fund returns," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/08, Nov.
- Luis A. Gil-Alana & Guglielmo M. Caporale, 2008, "Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/08, Nov.
- Schneider, Ulrike & Wagner, Martin, 2008, "Catching Growth Determinants with the Adaptive LASSO," Economics Series, Institute for Advanced Studies, number 232, Nov.
- Marta Cardin & Maddalena Manzi, 2008, "Multivariate dependence modeling using copulas," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 183, Nov.
- Luis A. Gil-Alana & Guglielmo M. Caporale, 2008, "Fractional integration and data frequency," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/08, Nov.
- Luis A. Gil-Alana, 2008, "Time trend estimation with breaks in temperature time series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/08, Nov.
- Item repec:ecb:ecbwps:20080960 is not listed on IDEAS anymore
- Nazaria Solferino & Robert J. Waldmann, 2008, "Predicting the Signs of Forecast Errors," CEIS Research Paper, Tor Vergata University, CEIS, number 135, Nov, revised 24 Nov 2008.