Report NEP-ETS-2010-12-04This 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:
- Markus Eberhardt & Anindya Banerjee and J. James Reade, 2010. "Panel Estimation for Worriers," Economics Series Working Papers 514, University of Oxford, Department of Economics.
- Gary Koop, 2010. "Forecasting with Medium and Large Bayesian VARs," Working Paper Series, The Rimini Centre for Economic Analysis 43_10, The Rimini Centre for Economic Analysis.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010. "Forecasting with mixed-frequency data," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics 10-2010, University of Cyprus Department of Economics.
- Chalabi, Yohan / Y. & Wuertz, Diethelm, 2010. "Weighted trimmed likelihood estimator for GARCH models," MPRA Paper 26536, University Library of Munich, Germany.