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Report NEP-ETS-2008-11-25
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:
WANGĂ, Shin-Huei & HSIAO, Cheng, 2008.
"An easy test for two stationary long processes being uncorrelated via AR approximations CORE Discussion Papers
2008047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!] Eric Zivot, 2008.
"Practical Issues in the Analysis of Univariate GARCH Models Working Papers
UWEC-2008-03-FC, University of Washington, Department of Economics.
[Downloadable!] John Galbraith & Simon van Norden, 2008.
"The Calibration of Probabilistic Economic Forecasts CIRANO Working Papers
2008s-28, CIRANO.
[Downloadable!] Kyongwook Choi & Wei-Choun Yu & Eric Zivot, 2008.
"Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility Working Papers
UWEC-2008-20, University of Washington, Department of Economics.
[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 .