Report NEP-ETS-2010-04-04This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.
The following items were announced in this report:
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
- Item repec:dgr:umamet:2010015 is not listed on IDEAS anymore
- Javier Mencía, 2010. "Testing non-linear dependence in the hedge fund industry," Banco de Espa�a Working Papers 1007, Banco de Espa�a.
- Fischer, Matthias J. & Gao, Yang & Herrmann, Klaus, 2010. "Volatility models with innovations from new maximum entropy densities at work," IWQW Discussion Paper Series 03/2010, Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW).
- Matthias Kräkel, 2010. "Shutdown Contests in Multi-Plant Firms and Governmental Intervention," Bonn Econ Discussion Papers bgse03_2010, University of Bonn, Germany.
- Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp, 2010. "Identification problems in ESTAR models and a new model," Hannover Economic Papers (HEP) dp-444, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.