Printed from https://ideas.repec.org/n/nep-ecm/2009-01-10.html
Report NEP-ECM-2009-01-10
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:
- Item repec:emo:wp2003:0805 is not listed on IDEAS anymore
- Barnett, William A. & Seck, Ousmane, 2008, "Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution," MPRA Paper, University Library of Munich, Germany, number 12500, Aug.
- E. Otranto, 2008, "Identifying Financial Time Series with Similar Dynamic Conditional Correlation," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200817.
- Alonso Fernández, Andrés Modesto & Casado, David & López Pintado, Sara & Romo, Juan, 2008, "A functional data based method for time series classification," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws087427, Dec.
- García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel, 2008, "A multivariate generalized independent factor GARCH model with an application to financial stock returns," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws087528, Dec.
- Barnett, William A. & de Peretti, Philippe, 2008, "Admissible clustering of aggregator components: a necessary and sufficient stochastic semi-nonparametric test for weak separability," MPRA Paper, University Library of Munich, Germany, number 12503, Nov.
- Item repec:emo:wp2003:0806 is not listed on IDEAS anymore
- Hurvich, Clifford & Wang, Yi, 2009, "A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects," MPRA Paper, University Library of Munich, Germany, number 12575, Jan.
- Torben G. Andersen & Luca Benzoni, 2008, "Realized volatility," Working Paper Series, Federal Reserve Bank of Chicago, number WP-08-14.
- Item repec:dgr:eureri:1765014275 is not listed on IDEAS anymore
- Nieto, María Rosa & Ruiz Ortega, Esther, 2008, "Measuring financial risk : comparison of alternative procedures to estimate VaR and ES," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws087326, Dec.
- Neil R. Ericsson, 2008, "The fragility of sensitivity analysis: an encompassing perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 959.
- González, Javier & Muñoz, Alberto, 2008, "Locally linear approximation for Kernel methods : the Railway Kernel," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws087024, Dec.
- William D. Nordhaus, 2009, "The Perils of the Learning Model For Modeling Endogenous Technological Change," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1685, Jan.
- M. Del Gatto & A. Di Liberto & C. Petraglia, 2008, "Measuring Productivity," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200818.