Report NEP-ETS-2008-02-09

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:

• Item repec:hal:papers:halshs-00235179_v1 is not listed on IDEAS anymore

• Jana Eklund & Sune Karlsson, 2007, "An Embarrassment of Riches: Forecasting Using Large Panels," Economics, Department of Economics, Central bank of Iceland, number wp34, May.
• Bruno Eklund, 2007, "Forecasting the Icelandic business cycle using vector autoregressive models," Economics, Department of Economics, Central bank of Iceland, number wp36, Sep.
• Item repec:kie:kieliw:1397 is not listed on IDEAS anymore

• Andreea Halunga & Chris D. Orme, 2007, "First order asymptotic theory for parametric misspecification tests of GARCH models," Economics Discussion Paper Series, Economics, The University of Manchester, number 0721.
• Ralf Becker & Denise Osborn, 2007, "Weighted smooth transition regressions," Economics Discussion Paper Series, Economics, The University of Manchester, number 0724.
• J. Isaac Miller & Joon Y. Park, 2008, "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Working Papers, Department of Economics, University of Missouri, number 0801, Jan.
• Item repec:ecb:ecbwps:20080850 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2008-014 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2008-015 is not listed on IDEAS anymore

• Item repec:hum:wpaper:sfb649dp2008-018 is not listed on IDEAS anymore

• Silvestro Di Sanzo, 2007, "Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_03.
• Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007, "Business Cycle Analysis with Multivariate Markov Switching Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_32.
• Item repec:rim:rimwps:05-08 is not listed on IDEAS anymore

Report NEP-ETS-2008-02-09

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: