Printed from https://ideas.repec.org/n/nep-ecm/2012-03-14.html
Report NEP-ECM-2012-03-14
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
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, University Library of Munich, Germany, number 37151.
- Annastiina Silvennoinen & Timo Teräsvirta, 2012, "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-09, 02.
- Item repec:dgr:uvatin:20120020 is not listed on IDEAS anymore
- Item repec:vie:viennp:1201 is not listed on IDEAS anymore
- Anders Bredahl Kock, 2012, "On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-05, Feb.
- Manabu Asai & Massimiliano Caporin & Michael McAleer, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/04, Mar.
- 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, University Library of Munich, Germany, number 37072. - Cayton, Peter Julian & Bersales, Lisa Grace, 2012, "Median-based seasonal adjustment in the presence of seasonal volatility," MPRA Paper, University Library of Munich, Germany, number 37146, Mar.
- 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, DIW Berlin, German Institute for Economic Research, number 1195.