NEP-ETS-2008-11-04

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2008-11-04

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:

Item repec:hal:paris1:halshs-00235179_v1 is not listed on IDEAS anymore
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M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008. "Estimating and Forecasting GARCH Volatility in the Presence of Outiers," Working Papers. Serie AD 2008-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," Working Papers 1185, Queen's University, Department of Economics. [Downloadable!]
Edward S. Knotek II & Stephen Terry, 2008. "Markov-chain approximations of vector autoregressions: application of general multivariate-normal integration techniques," Research Working Paper RWP 08-02, Federal Reserve Bank of Kansas City. [Downloadable!]
Nii Ayi Armah & Norman R. Swanson, 2008. "Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments," Working Papers 08-25, Federal Reserve Bank of Philadelphia. [Downloadable!]
Todd E. Clark & Michael W. McCracken, 2008. "Combining forecasts from nested models," Working Papers 2008-037, Federal Reserve Bank of St. Louis. [Downloadable!]
Josep Maria Puigvert Gutiérrez & Josep Fortiana Gregori, 2008. "Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm," Working Paper Series 948, European Central Bank. [Downloadable!]
Ricardo Mestre & Peter McAdam, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macro-economic forecasts," Working Paper Series 950, European Central Bank. [Downloadable!]

This page was last updated on 2009-11-29.

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