Report NEP-ETS-2011-03-26This 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:
- Masahiko Shibamoto & Yoshiro Tsutsui, 2011. "Note on the Interpretation of Convergence Speed in the Dynamic Panel Model," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University DP2011-04, Research Institute for Economics & Business Administration, Kobe University.
- Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," Economics Series 2011_1, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Dong Jin Lee, 2011. "Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary," Working papers, University of Connecticut, Department of Economics 2011-05, University of Connecticut, Department of Economics.
- AmÃ©lie Charles & Olivier DarnÃ© & Jae H Kim, 2010. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers, School of Economics, La Trobe University 2010.07, School of Economics, La Trobe University.
- Charles S. Bos, 2011. "Relating Stochastic Volatility Estimation Methods," Tinbergen Institute Discussion Papers 11-049/4, Tinbergen Institute.
- Antonietta Mira & Daniele Imparato & Reza Solgi, 2011. "Zero Variance Markov Chain Monte Carlo for Bayesian Estimators," Economics and Quantitative Methods, Department of Economics, University of Insubria qf1109, Department of Economics, University of Insubria.
- Hong, Seung Hyun & Wagner, Martin, 2011. "Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies 264, Institute for Advanced Studies.
- Pierre Guerin & Massimiliano Marcellino, 2011. "Markov-Switching MIDAS Models," Economics Working Papers, European University Institute ECO2011/03, European University Institute.
- Zhi-Qiang Jiang & Wei-Xing Zhou, 2011. "Multifractal detrending moving average cross-correlation analysis," Papers 1103.2577, arXiv.org, revised Mar 2011.
- Di Iorio, Francesca & Triacca, Umberto, 2011. "Testing for non-causality by using the Autoregressive Metric," MPRA Paper 29637, University Library of Munich, Germany.