Report NEP-ETS-2007-04-21This 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:
- Santiago Pellegrini & Esther Ruiz & Antoni Espasa, 2007. "The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa ws072706, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa.
- Eklund, Jana & Karlsson, Sune, 2007. "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers, Ã–rebro University, School of Business 2007:1, Ã–rebro University, School of Business.
- John W. Galbraith & Greg Tkacz, 2007. "Forecast Content And Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers, McGill University, Department of Economics 2007-01, McGill University, Department of Economics.
- Mishra, SK, 2007. "The nearest correlation matrix problem: Solution by differential evolution method of global optimization," MPRA Paper 2760, University Library of Munich, Germany, revised 17 Apr 2007.
- Espinosa MÃ©ndez, Christian, 2005.
"Evidencia De Comportamiento CaÃ³tico En Indices BursÃ¡tiles Americanos
[Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper 2794, University Library of Munich, Germany, revised 30 Jun 2006.