Report NEP-ETS-2007-04-21

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.

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The following items were announced in this report:

• Pellegrini, Santiago & Ruiz Ortega, Esther & Espasa, Antoni, 2007, "The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws072706, Apr.
• Eklund, Jana & Karlsson, Sune, 2007, "An Embarrassment of Riches: Forecasting Using Large Panels," Working Papers, Örebro University, School of Business, number 2007:1, Mar.
• John W. Galbraith & Greg Tkacz, 2007, "Forecast Content And Content Horizons For Some Important Macroeconomic Time Series," Departmental Working Papers, McGill University, Department of Economics, number 2007-01.
• Mishra, SK, 2007, "The nearest correlation matrix problem: Solution by differential evolution method of global optimization," MPRA Paper, University Library of Munich, Germany, number 2760, Apr, revised 17 Apr 2007.
• Espinosa Méndez, Christian, 2005, "Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
  [Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper, University Library of Munich, Germany, number 2794, Oct, revised 30 Jun 2006.

Report NEP-ETS-2007-04-21

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: