NEP-ETS-2009-05-16

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Report NEP-ETS-2009-05-16

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:

Anders Bredahl Kock, 2009. "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers 2009-18, School of Economics and Management, University of Aarhus. [Downloadable!]
Jorge Caiado & Nuno Crato, 2009. "Identifying common dynamic features in stock returns," CEMAPRE Working Papers 0902, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon. [Downloadable!]
Jorge Caiado, 2009. "Performance of combined double seasonal univariate time series models for forecasting water demand," CEMAPRE Working Papers 0903, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon. [Downloadable!]
Francq, Christian & Zakoian, Jean-Michel, 2009. "Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models," MPRA Paper 15147, University Library of Munich, Germany. [Downloadable!]
Kopecky, Karen A. & Suen, Richard M. H., 2009. "Finite State Markov-Chain Approximations to Highly Persistent Processes," MPRA Paper 15122, University Library of Munich, Germany. [Downloadable!]
Amendola, Alessandra & Francq, Christian, 2009. "Concepts and tools for nonlinear time series modelling," MPRA Paper 15140, University Library of Munich, Germany. [Downloadable!]
Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009. "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper 15143, University Library of Munich, Germany. [Downloadable!]
Boubacar Mainassara, Yacouba & Francq, Christian, 2009. "Estimating structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper 15141, University Library of Munich, Germany. [Downloadable!]

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

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