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 744, Boston College Department of Economics.
- Michael McAleer & Les Oxley, 2010. "Ten Things We Should Know About Time Series," KIER Working Papers 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 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 376, WIFO.
- Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang, 2010. "Bayesian Estimation and Particle Filter for Max-Stable Processes," CIRJE F-Series CIRJE-F-757, CIRJE, Faculty of Economics, University of Tokyo.