Report NEP-ETS-2011-07-27This 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:
- Seungmoon Choi, 2011. "Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions," School of Economics Working Papers, University of Adelaide, School of Economics 2011-26, University of Adelaide, School of Economics.
- Item repec:acb:camaaa:2011-23 is not listed on IDEAS anymore
- Arteche González, Jesús María & Artiach Escauriaza, Miguel Manuel, 2011. "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI, Universidad del PaÃs Vasco - Departamento de EconomÃa Aplicada III (EconometrÃa y EstadÃstica) 2011-03, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
- Tommaso, Proietti & Helmut, Luetkepohl, 2011. "Does the Box-Cox transformation help in forecasting macroeconomic time series?," MPRA Paper 32294, University Library of Munich, Germany.
- Giuseppe Cavaliere & Iliyan Georgiev & A.M.Robert Taylor, 2011. "Wild bootstrap of the mean in the infinite variance case," Quaderni di Dipartimento, Department of Statistics, University of Bologna 5, Department of Statistics, University of Bologna.