22 documents matched the search for the 2007-12-01 issue of the NEP report on Econometrics (nep-ecm), currently edited by Sune Karlsson.
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11121
Investigating Economic Trends And Cycles,
David Pollock,
from Division of Economics, School of Business, University of Leicester
(2008)
Perspectives on the World Income Distribution: Beyond Twin Peaks Towards Welfare Conclusions,
Julian Weisbrod, Sebastian Vollmer and Hajo Holzmann,
from Verein für Socialpolitik, Research Committee Development Economics
(2007)
Keywords: Convergence, Silverman's test, non-parametric statistics, bimodal, global income distribution, poverty, inequality, growth incidence curves
The Curse Of Irving Fisher (professional Forecasters' Version),
James Yetman and Gregor Smith,
from Economics Department, Queen's University
(2007)
Keywords: forecast survey, asset pricing, Fisher effect
THE FAN CHART: THE TECHNICAL DETAILS OF THE NEW IMPLEMENTATION,
Juan Julio,
from Banco de la Republica
(2007)
Keywords: Fan Chart, Forecasting Distribution, Balance of Risks.
Building Confidence Intervals with Block Bootstraps for the Variance Ratio Test of Predictability,
Eduardo Lima and Benjamin Tabak,
from Central Bank of Brazil, Research Department
(2007)
Joint Validation of Credit Rating PDs under Default Correlation,
Ricardo Schechtman,
from Central Bank of Brazil, Research Department
(2007)
Bayesian forecast combination for VAR models,
Michael K Andersson and Sune Karlsson,
from Sveriges Riksbank (Central Bank of Sweden)
(2007)
Keywords: Bayesian model averaging; Predictive likelihood; GDP forecasts
Effect of dependency in systems for multivariate surveillance,
Eva Andersson,
from University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law
(2007)
Keywords: Multivariate; Surveillance; Dependency; Optimal; Covariance; Likelihood ratio
Optimal Sequential Surveillance for Finance, Public Health, and Other Areas,
Marianne Frisén,
from University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law
(2007)
Keywords: Change point; Likelihood ratio; Monitoring; Multivariate surveillance; Minimum expected delay; Online detection
Consequences of using the probability of a false alarm as the false alarm measure,
David Bock,
from University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law
(2007)
Keywords: Monitoring; Surveillance; Repeated decisions; Moving average; Shewhart method
Principles for Multivariate Surveillance,
Marianne Frisén,
from University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law
(2007)
Keywords: Surveillance; Multivariate
Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns,
Gregory Connor, Matthias Hagmann and Oliver Linton,
from Swiss Finance Institute
(2007)
Keywords: Additive Models; Arbitrage pricing theory; Factor model; Fama-French; Kernel estimation; Nonparametric regression; Panel data.
Robust Value at Risk Prediction,
Loriano Mancini and Fabio Trojani,
from Swiss Finance Institute
(2007)
Keywords: Backtesting, M-estimator, Extreme Value Theory, Breakdown Point.
Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions,
William Barnett and Evgeniya A. Duzhak,
from University Library of Munich, Germany
(2007)
Keywords: Bifurcation, Hopf bifurcation, Euler equations, New Keynesian macroeconometrics, Bergstrom-Wymer model
'Optimal' Probabilistic Predictions for Financial Returns,
Dimitrios Thomakos and Tao Wang,
from University of Peloponnese, Department of Economics
(2007)
Estimating DSGE Models under Partial Information,
Paul Levine, Joseph Pearlman and George Perendia,
from School of Economics, University of Surrey
(2007)
Keywords: partial information, DSGE models, Bayesian maximum likelihood
A Reinterpretation of Interactions in Regressions,
Joseph Hirschberg and Jeanette Lye,
from The University of Melbourne
(2007)
Keywords: Interaction effects; dummy variables; linear transformation; Fieller method
Flexible time series models for subjective distribution estimation with monetary policy in view,
Dominique Guegan and Florian Ielpo,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2007)
Keywords: Subjective distribution; autoregressive conditional density; generalized hyperbolic distribution; Fed Funds futures contracts
A note on self-similarity for discrete time series,
Dominique Guegan and Zhiping Lu,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2007)
Keywords: Covariance stationary; Long memory processes; short memory processes; self-similar; asymptotically second-order self-similar; autocorrelation function
Chaos in economics and finance,
Dominique Guegan,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2009)
Keywords: Chaos theory; attractor; Economy; Finance; estimation theory; forecasting
Global and local stationary modelling in finance: theory and empirical evidence,
Dominique Guegan,
from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
(2007)
Keywords: Non-stationarity; distribution function; copula; long-memory; switching; SETAR; Stopbreak models; cumulants; estimation
What Model for Entry in First-Price Auctions? A Nonparametric Approach,
Vadim Marmer, Artyom Shneyerov and Pai Xu,
from Vancouver School of Economics
(2011)
Keywords: First-price auctions, models of entry, selective entry, selection effect, nonparametric estimation, quantiles
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