NEP-ETS-2009-03-28

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2009-03-28

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:

Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," IMES Discussion Paper Series 09-E-11, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
Areosa, W.D. & McAleer, M. & Medeiros, M.C., 2008. "Moment-bases estimation of smooth transition regression models with endogenous variables," Econometric Institute Report EI 2008-36 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Franses, Ph.H.B.F., 2008. "Model selection for forecast combination," Econometric Institute Report EI 2008-11 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Pooter, M.D. de & Ravazzolo, F. & Segers, R. & Dijk, H.K. van, 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Report EI 2008-13 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Franses, Ph.H.B.F. & Segers, R., 2008. "Seasonality in revisions of macroeconomic data," Econometric Institute Report EI 2008-09 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Franses, Ph.H.B.F., 2008. "Outliers and judgemental adjustment of time series forecasts," Econometric Institute Report EI 2008-04 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Kunst, R.M. & Franses, Ph.H.B.F., 2009. "Testing for seasonal unit roots in monthly panels of time series," Econometric Institute Report EI 2009-05 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
M. Hashem Pesaran & Andreas Pick, 2009. "Forecasting Random Walks under Drift Instability," DNB Working Papers 207, Netherlands Central Bank, Research Department. [Downloadable!]
Item repec:ecb:ecbwps:200901030 is not listed on IDEAS anymore

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

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