A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method,
Ulrich Doraszelski, Yaroslav Kryukov and Ron N. Borkovsky,
from C.E.P.R. Discussion Papers
(2008)
Keywords: Computation; Dynamic stochastic games; Homotopy method; Markov-perfect equilibrium
The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation,
Geert Dhaene and Dirk Hoorelbeke,
from KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven
(2002)
Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs,
Pierre Bajgrowicz and Olivier Scaillet,
from Swiss Finance Institute
(2009)
Keywords: Technical Trading, False Discovery Rate,Persistence, Transaction Costs.
Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias,
Eric Jondeau,
from Swiss Finance Institute
(2008)
Keywords: Contemporaneous aggregation, Heterogeneity, Volatility, GARCH model.
Seasonal dynamic factor analysis and bootstrap inference: application to electricity market forecasting,
Carolina García-Martos, Julio Rodríguez and María Jesús Sánchez,
from Universidad Carlos III de Madrid. Departamento de EstadÃstica
(2008)
Keywords: Dynamic factor analysis
Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change,
Anindya Banerjee, Massimiliano Marcellino and Igor Masten,
from C.E.P.R. Discussion Papers
(2008)
Keywords: Factor models; forecasts; Parameter uncertainty; Short samples; Structural change; Time series models
Auditors and Corporate Governance: Evidence from the Public Sector,
Mark Schelker,
from Center for Research in Economics, Management and the Arts (CREMA)
(2008)
Keywords: corporate governance; auditor; mandatory auditor rotation; public auditor