Printed from https://ideas.repec.org/n/nep-ets/2007-12-08.html
Report NEP-ETS-2007-12-08
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:
- Delgado, Miguel A. & Velasco, Carlos, 2007, "A new class of distribution-free tests for time series models specification," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we078047, Nov.
- Item repec:cty:dpaper:0715 is not listed on IDEAS anymore
- Erik Hjalmarsson & Pär Österholm, 2007, "A residual-based cointegration test for near unit root variables," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 907.
- Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2007, "Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-515, Sep.
- Item repec:ecb:ecbwps:20070831 is not listed on IDEAS anymore
- Dennis Gaertner, 2007, "Why Bayes Rules: A Note on Bayesian vs. Classical Inference in Regime Switching Models," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 0719, Dec.
- Chang-Jin Kim & Yunmi Kim & Charles R. Nelson, 2008, "Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle?," Working Papers, University of Washington, Department of Economics, number UWEC-2007-29, May.