NEP-ETS-2009-02-07

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2009-02-07

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:

Nielsen, Morten, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers 08-05, Cornell University, Center for Analytic Economics. [Downloadable!]
Jorda, Oscar & Marcellino, Massimiliano, 2008. "Path Forecast Evaluation," Working Papers 08-5, University of California at Davis, Department of Economics. [Downloadable!]
Alexander Chudik & M. Hashem Pesaran, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 998, European Central Bank. [Downloadable!]
Frederik Herzberg, 2008. "Linear hyperfinite Lévy integrals," Working Papers 404, Bielefeld University, Institute of Mathematical Economics. [Downloadable!]
Jing, Li, 2009. "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper 13086, University Library of Munich, Germany. [Downloadable!]
Buncic, Daniel, 2009. "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper 13121, University Library of Munich, Germany. [Downloadable!]

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

This information is provided to you by 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.