Printed from https://ideas.repec.org/n/nep-ets/2006-09-16.html
Report NEP-ETS-2006-09-16
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Antonio Diez de los Rios & René Garcia, 2006, "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Staff Working Papers, Bank of Canada, number 06-31, DOI: 10.34989/swp-2006-31.
- Item repec:dgr:uvatin:20060076 is not listed on IDEAS anymore
- Massimo Franchi, 2006, "A General Representation Theorem for Integrated Vector Autoregressive Processes," Discussion Papers, University of Copenhagen. Department of Economics, number 06-16, Aug.
- Ken-ichi Mitsui & Yoshio Tabata, 2006, "Random Correlation Matrix and De-Noising," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 06-26, Sep.
- Bruce Mizrach, 2006, "Nonlinear Time Series Analysis," Departmental Working Papers, Rutgers University, Department of Economics, number 200604, Feb.
- Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard, 2006, "Subsampling realised kernels," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe06.
- Alfredo García Hiernaux & José Casals Carro & Miguel Jerez, 2005, "Fast estimation methods for time series models in state-space form," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 0504.
- Jose Eduardo de A. Ferreira, 2006, "Periodically Collapsing Rational Bubbles in Exchange Rates: A Markov-Switching Analysis for a Sample of Industrialised Markets," Studies in Economics, School of Economics, University of Kent, number 0604, Sep.
- Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2006, "Testing for stationarity in heterogeneous panel data in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 758.
- Item repec:wvu:wpaper:05-07 is not listed on IDEAS anymore
- Marco Corazza & A.G. Malliaris & Elisa Scalco, 2006, "Nonlinear Bivariate Comovements of Asset Prices: Theory and Tests," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 137, Sep.
- Liesenfeld, Roman & Hogrefe, Jens & Aßmann, Christian, 2005, "The Decline in German Output Volatility: A Bayesian Analysis," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-02.