Report NEP-ETS-2007-08-27This 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:
- William J. McCausland & Shirley Miller & Denis Pelletier, 2007. "A New Approach to Drawing States in State Space Models," Working Paper Series, North Carolina State University, Department of Economics 014, North Carolina State University, Department of Economics, revised Aug 2007.
- Eric Hillebrand & Marcelo Cunha Medeiros, 2007. "Forecasting realized volatility models:the benefits of bagging and nonlinear specifications," Textos para discussÃ£o, Department of Economics PUC-Rio (Brazil) 547, Department of Economics PUC-Rio (Brazil).