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Report NEP-ETS-2008-09-05
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:
Roxana Chiriac & Valeri Voev, 2008.
"Modelling and Forecasting Multivariate Realized Volatility CREATES Research Papers
2008-39, School of Economics and Management, University of Aarhus.
[Downloadable!] Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008.
"Semiparametric Inference in a GARCH-in-Mean Model CREATES Research Papers
2008-46, School of Economics and Management, University of Aarhus.
[Downloadable!] Christian M. Dahl & Henrik Hansen & John Smidt, 2008.
"The cyclical component factor model CREATES Research Papers
2008-44, School of Economics and Management, University of Aarhus.
[Downloadable!] Markus Haas & Stefan Mittnik & Mark S. Paolella, 2008.
"Asymmetric Multivariate Normal Mixture GARCH CFS Working Paper Series
2008/07, Center for Financial Studies.
[Downloadable!] Otrok, Christopher & Pourpourides, Panayiotis M., 2008.
"On The Cyclicality of Real Wages and Wage Differentials Cardiff Economics Working Papers
E2008/19, Cardiff University, Cardiff Business School, Economics Section, revised Mar 2009.
[Downloadable!] Todd E. Clark & Michael W. McCracken, 2008.
"Improving forecast accuracy by combining recursive and rolling forecasts Working Papers
2008-028, Federal Reserve Bank of St. Louis.
[Downloadable!] Todd E. Clark & Michael W. McCracken, 2008.
"Averaging forecasts from VARs with uncertain instabilities Working Papers
2008-030, Federal Reserve Bank of St. Louis.
[Downloadable!] This page was last updated on 2009-11-22.
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 .