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Report NEP-ETS-2008-08-21
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:
Enrique Sentana & Gabriele Fiorentini, 2007.
"On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models Working Papers
wp2007_0713, CEMFI.
[Downloadable!] John M Maheu & Thomas H McCurdy, 2008.
"Do high-frequency measures of volatility improve forecasts of return distributions? Working Papers
tecipa-324, University of Toronto, Department of Economics.
[Downloadable!] Andersson, Jonas & Karlis, Dimitris, 2008.
"Treating missing values in INAR(1) models Discussion Papers
2008/14, Department of Finance and Management Science, Norwegian School of Economics and Business Administration.
[Downloadable!] Christian Bayer & Christoph Hanck, 2008.
"Is Double Trouble? – How to Combine Cointegration Tests Ruhr Economic Papers
0048, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
[Downloadable!] Mardi Dungey & George Milunovich & Susan Thorp, 2008.
"Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH NCER Working Paper Series
22, National Centre for Econometric Research.
[Downloadable!] McCAUSLAND, William, 2008.
"The Hessian Method (Highly Efficient State Smoothing, In a Nutshell) Cahiers de recherche
2008-03, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] This page was last updated on 2009-11-29.
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 .