Report NEP-ETS-2008-07-14This 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:
- Christian M. Dahl & Emma M. Iglesias, 2008. "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers, School of Economics and Management, University of Aarhus 2008-38, School of Economics and Management, University of Aarhus.
- Jean-Marie Dufour & Abderrahim Taamouti, 2008. "Short and long run causality measures: theory and inference," Economics Working Papers, Universidad Carlos III, Departamento de EconomÃa we083720, Universidad Carlos III, Departamento de Economía.
- Strid, Ingvar & Walentin, Karl, 2008. "Block Kalman filtering for large-scale DSGE models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) 224, Sveriges Riksbank (Central Bank of Sweden).
- Massimiliano Serati & Gianni Amisano, 2008. "Building composite leading indexes in a dynamic factor model framework: a new proposal," LIUC Papers in Economics, Cattaneo University (LIUC) 212, Cattaneo University (LIUC).