Report NEP-ETS-2010-08-21This 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.
The following items were announced in this report:
- Halbert White & Karim Chalak & Xun Lu, 2010. "Linking Granger Causality and the Pearl Causal Model with Settable Systems," Boston College Working Papers in Economics, Boston College Department of Economics 744, Boston College Department of Economics.
- Michael McAleer & Les Oxley, 2010. "Ten Things We Should Know About Time Series," KIER Working Papers, Kyoto University, Institute of Economic Research 710, Kyoto University, Institute of Economic Research.
- Hallin, M. & Akker, R. van den & Werker, B.J.M., 2010. "A Class of Simple Distribution-Free Rank-Based Unit Root Tests (Replaced by DP 2011-002)," Discussion Paper, Tilburg University, Center for Economic Research 2010-72, Tilburg University, Center for Economic Research.
- Gerhard Rünstler, 2010. "On the Design of Data Sets for Forecasting with Dynamic Factor Models," WIFO Working Papers, WIFO 376, WIFO.
- Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2010. "Bayesian Estimation and Particle Filter for Max-Stable Processes," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-757, CIRJE, Faculty of Economics, University of Tokyo.