NEP-ETS-2009-04-18

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2009-04-18

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:

Agostino Tarsitano, 2009. "Classification Of Short Time Series," Working Papers 200905, Università della Calabria, Dipartimento di Economia e Statistica. [Downloadable!]
Drew Creal & Siem Jan Koopman & Andre Lucas, 2009. "A General Framework for Observation Driven Time-Varying Parameter Models," Global COE Hi-Stat Discussion Paper Series gd08-038, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009. "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series gd08-037, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Peter C. B. Phillips & Jun Yu, 2009. "Information Loss in Volatility Measurement with Flat Price Trading," Global COE Hi-Stat Discussion Paper Series gd08-039, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Choi, In & Kurozumi, Eiji, 2008. "Model Selection Criteria for the Leads-and-Lags Cointegrating Regression," CCES Discussion Paper Series 6, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University. [Downloadable!]
Hadri, Kaddour & Kurozumi, Eiji, 2008. "A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence," CCES Discussion Paper Series 7, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University. [Downloadable!]
Mohitosh Kejriwal & Pierre Perron, 2008. "Testing for Multiple Structural Changes in Cointegrated Regression Models," Purdue University Economics Working Papers 1216, Purdue University, Department of Economics. [Downloadable!]
Deniz Dilan Karaman Örsal & Bernd Droge, 2009. "On the Existence of the Moments of the Asymptotic Trace Statistic," SFB 649 Discussion Papers SFB649DP2009-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Alessandra Amendola & Giuseppe Storti, 2009. "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers SFB649DP2009-007, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Item repec:mcr:wpdief:wpaper35 is not listed on IDEAS anymore

This page was last updated on 2009-11-22.

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