Report NEP-ECM-2012-03-14This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.
The following items were announced in this report:
- Item repec:dgr:umamet:2012012 is not listed on IDEAS anymore
- Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012. "Testing for predictability in a noninvertible ARMA model," MPRA Paper 37151, University Library of Munich, Germany.
- Annastiina Silvennoinen & Timo Teräsvirta, 2012. "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers 2012-09, School of Economics and Management, University of Aarhus.
- Item repec:dgr:uvatin:20120020 is not listed on IDEAS anymore
- Oliver Gossner & Karl Schlag, 2012. "Finite Sample Exact tests for Linear," Vienna Economics Papers 1201, University of Vienna, Department of Economics.
- Anders Bredahl Kock, 2012. "On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions," CREATES Research Papers 2012-05, School of Economics and Management, University of Aarhus.
- Manabu Asai & Massimiliano Caporin & Michael McAleer, 2012. "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics 12/04, University of Canterbury, Department of Economics and Finance.
- Item repec:acb:camaaa:2012-10 is not listed on IDEAS anymore
- Item repec:ner:tilbur:urn:nbn:nl:ui:12-4274963 is not listed on IDEAS anymore
- Czinkota, Thomas, 2012.
"Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen
[The Halting Problem applied to Structural Breaks in Financial Time Series]," MPRA Paper 37072, University Library of Munich, Germany.
- Cayton, Peter Julian & Bersales, Lisa Grace, 2012. "Median-based seasonal adjustment in the presence of seasonal volatility," MPRA Paper 37146, University Library of Munich, Germany.
- Helmut Lütkepohl & Aleksei Netsunajev, 2012. "Disentangling Demand and Supply Shocks in the Crude Oil Market: How to Check Sign Restrictions in Structural VARs," Discussion Papers of DIW Berlin 1195, DIW Berlin, German Institute for Economic Research.