Printed from https://ideas.repec.org/n/nep-ets/2007-01-14.html
Report NEP-ETS-2007-01-14
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:
- Katharina Hampel & Marcus Kunz & Norbert Schanne & Ruediger Wapler & Antje Weyh, 2006, "Regional Unemployment Forecasting Using Structural Component Models With Spatial Autocorrelation," ERSA conference papers, European Regional Science Association, number ersa06p196, Aug.
- Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006, "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 777.
- Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2007, "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 784.
- Xiujian Chen & Shu Lin & W. Robert Reed, 2006, "A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 06/14, Nov.
- Item repec:ecb:ecbwps:20060700 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20060703 is not listed on IDEAS anymore
- Katsumi Shimotsu, 2006, "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper, Economics Department, Queen's University, number 1101, Dec.
- Chris Heaton & Victor Solo, 2006, "Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?," Research Papers, Macquarie University, Department of Economics, number 0605, Sep.
- Lux, Thomas & Kaizoji, Taisei, 2006, "Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-13.
- Lux, Thomas, 2006, "The Markov-Switching Multifractal Model of asset returns: GMM estimation and linear forecasting of volatility," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-17.
- Item repec:pra:mprapa:1215 is not listed on IDEAS anymore
- Andreas S. Andreou & George A. Zombanakis, 2006, "Computational Intelligence in Exchange-Rate Forecasting," Working Papers, Bank of Greece, number 49, Nov.
- Zsolt Darvas & Gábor Vadas, 2005, "A New Method for Combining Detrending Techniques with Application to Business Cycle Synchronization of the New EU Members," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0505, Aug.