NEP-ETS-2008-10-28

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2008-10-28

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.

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Other reports in NEP-ETS

The following items were anounced in this report:

Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Boston College Working Papers in Economics 691, Boston College Department of Economics. [Downloadable!]
Harvey, A., 2008. "Dynamic distributions and changing copulas," Cambridge Working Papers in Economics 0839, Faculty of Economics, University of Cambridge. [Downloadable!]
Harvey, A. & Chakravarty, T., 2008. "Beta-t-(E)GARCH," Cambridge Working Papers in Economics 0840, Faculty of Economics, University of Cambridge. [Downloadable!]
Hugo Gerard & Kristoffer Nimark, 2008. "Combining Multivariate Density Forecasts using Predictive Criteria," Economics Working Papers 1117, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Daisuke Nagakura, 2008. "How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models," IMES Discussion Paper Series 08-E-24, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
In Choi & Eiji Kurozumi, 2008. "Model Selection Criteria for the Leads-and-Lags Cointegrating Regression," Global COE Hi-Stat Discussion Paper Series gd08-006, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Francis X. Diebold & Georg H. Strasser, 2008. "On the Correlation Structure of Microstructure Noise in Theory and Practice," PIER Working Paper Archive 08-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 2008. "Are Structural VARs with Long-Run Restrictions Useful in Developing Business Cycle Theory?," NBER Working Papers 14430, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Anthony W. Lynch & Jessica A. Wachter, 2008. "Using Samples of Unequal Length in Generalized Method of Moments Estimation," NBER Working Papers 14411, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Item repec:hal:wpaper:halshs-00331986_v1 is not listed on IDEAS anymore

This page was last updated on 2009-11-22.

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