NEP-ETS-2009-03-22

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2009-03-22

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:

Massimiliano Caporin & Michael McAleer, 2009. "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico 0911, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
Ralph D. Snyder & Anne B. Koehler, 2008. "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers 7/08, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009. "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers 2/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009. [Downloadable!]
Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas & Jose Olmo, 2009. "Threshold Quantile Autoregressive Models," City University Economics Discussion Papers 09/05, Department of Economics, City University, London. [Downloadable!]
Antonio F. Galvao, Jr. & Gabriel V. Montes-Rojas & Gabriel Sung Y. Park, 2009. "Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns," City University Economics Discussion Papers 09/04, Department of Economics, City University, London. [Downloadable!]
Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009. "Modeling Exchange Rate and Industrial Commodity Volatility Transmissions," "Marco Fanno" Working Papers 0096, Dipartimento di Scienze Economiche "Marco Fanno". [Downloadable!]
Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2008. "3-Regime symmetric STAR modeling and exchange rate reversion," Working Papers 2009_05, Department of Economics, University of Glasgow, revised Feb 2009. [Downloadable!]
Bayer, Christian & Hanck, Christoph, 2009. "Combining Non-Cointegration Tests," Research Memoranda 012, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
Jan J. J. Groen & George Kapetanios, 2009. "Model selection criteria for factor-augmented regressions," Staff Reports 363, Federal Reserve Bank of New York. [Downloadable!]
Onatski, Alexei & Uhlig, Harald, 2009. "Unit Roots in White Noise," MPRA Paper 14057, University Library of Munich, Germany. [Downloadable!]
Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2009. "On the efficacy of techniques for evaluating multivariate volatility forecasts," NCER Working Paper Series 41, National Centre for Econometric Research. [Downloadable!]

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

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