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Report NEP-ETS-2006-06-17
This 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.Subscribe to this report: email or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Hultblad, Brigitta & Karlsson, Sune, 2006.
"Bayesian simultaneous determination of structural breaks and lag lengths Working Paper Series in Economics and Finance
630, Stockholm School of Economics.
[Downloadable!] Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2006.
"Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence PIER Working Paper Archive
06-016, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!] Raluca Balan & Kulik, 2005.
"Self-Normalized Weak Invariance Principle for Mixing Sequences RePAd Working Paper Series
lrsp-TRS417, Département des sciences administratives, UQO.
[Downloadable!] This page was last updated on 2009-12-6.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .