Report NEP-ETS-2007-11-10This 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.
The following items were announced in this report:
- Ivana Komunjer & Michael T. Owyang, 2007. "Multivariate forecast evaluation and rationality testing," Working Papers 2007-047, Federal Reserve Bank of St. Louis, revised 2007.
- Gusztav Morvav & Benjamin Weiss, 2007. "On Sequential Estimation and Prediction for Discrete Time Series," Discussion Paper Series dp464, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Alex Novikov & Nino Kordzakhia, 2007. "Martingales and First Passage Times of AR(1) Sequences," Research Paper Series 205, Quantitative Finance Research Centre, University of Technology, Sydney.
- Matteo Pelagatti, 2007. "Modelling good and bad volatility," Working Papers 20071101, Università degli Studi di Milano-Bicocca, Dipartimento di Statistica.
- Item repec:rim:rimwps:38-07 is not listed on IDEAS anymore
- Item repec:rim:rimwps:40-07 is not listed on IDEAS anymore
- Item repec:rim:rimwps:44-07 is not listed on IDEAS anymore
- Item repec:rim:rimwps:49-07 is not listed on IDEAS anymore