Report NEP-ETS-2007-08-08

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:

• Housung Jung & Hyeog Ug Kwon, 2007, "An Alternative System GMM Estimation in Dynamic Panel Models," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-217, Jul.
• Pesaran, Bahram & Pesaran, M. Hashem, 2007, "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers, IZA Network @ LISER, number 2906, Jul.
• Item repec:knz:cofedp:0707 is not listed on IDEAS anymore

• George Athanasopoulos & D.S. Poskitt & Farshid Vahid, 2007, "Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/07, Jul, revised May 2009.
• Rob J. Hyndman & Roman A. Ahmed & George Athanasopoulos, 2007, "Optimal combination forecasts for hierarchical time series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/07, Jul.
• Naoto Kunitomo & Kentaro Akashi, 2007, "The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-503, Jul.
• Yasuhiro Omori & Toshiaki Watanabe, 2007, "Block Sampler and Posterior Mode Estimation for A Nonlinear and Non-Gaussian State-space Model with Correlated Errors," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-508, Aug.
• Izquierdo, Segismundo S. & Hernández, Cesáreo & del Hoyo, Juan, 2006, "Forecasting VARMA processes using VAR models and subspace-based state space models," MPRA Paper, University Library of Munich, Germany, number 4235, Oct.
• Item repec:pra:mprapa:4271 is not listed on IDEAS anymore

Report NEP-ETS-2007-08-08

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: