Report NEP-ETS-2013-02-08This 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:
- Massimiliano Marcellino & Mario Porqueddu & Fabrizio Venditti, 2013. "Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 896, Bank of Italy, Economic Research and International Relations Area.
- Carlos A. Medel & Sergio C. Salgado, 2012. "Does BIC Estimate and Forecast Better Than AIC?," Working Papers Central Bank of Chile, Central Bank of Chile 679, Central Bank of Chile.
- Gabriele Fiorentini & Enrique Sentana, 2012. "Tests For Serial Dependence In Static, Non-Gaussian Factor Models," Working Papers, CEMFI wp2012_1211, CEMFI.
- Item repec:eca:wpaper:2013/139176 is not listed on IDEAS anymore
- Chau, Tak Wai, 2013. "Is the Use of Autocovariances in Level the Best in Estimating the Income Processes? A Simulation Study," MPRA Paper 44106, University Library of Munich, Germany.