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.

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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 wp34, Department of Economics, Central bank of Iceland.
• Bruno Eklund, 2007. "Forecasting the Icelandic business cycle using vector autoregressive models," Economics wp36, Department of Economics, Central bank of Iceland.
• Jonas Dovern & Christina Ziegler, 2008. "Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators Under Real-Time Conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy.
• Andreea Halunga & Chris D. Orme, 2007. "First order asymptotic theory for parametric misspecification tests of GARCH models," Economics Discussion Paper Series 0721, Economics, The University of Manchester.
• Ralf Becker & Denise Osborn, 2007. "Weighted smooth transition regressions," Economics Discussion Paper Series 0724, Economics, The University of Manchester.
• J. Isaac Miller & Joon Y. Park, 2008. "Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory," Working Papers 0801, Department of Economics, University of Missouri.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2008. "Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling," Working Paper Series 0850, European Central Bank.
• Chen, Shiyi & Jeong, Kiho & Härdle, Wolfgang Karl, 2008. "Support vector regression based GARCH model with application to forecasting volatility of financial returns," SFB 649 Discussion Papers 2008-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Weber, Enzo, 2008. "Structural constant conditional correlation," SFB 649 Discussion Papers 2008-015, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Winschel, Viktor & Krätzig, Markus, 2008. "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers 2008-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Silvestro Di Sanzo, 2007. "Forecasting Time Series with Long Memory and Level Shifts, A Bayesian Approach," Working Papers 2007_03, Department of Economics, University of Venice "Ca' Foscari".
• Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "Business Cycle Analysis with Multivariate Markov Switching Models," Working Papers 2007_32, Department of Economics, University of Venice "Ca' Foscari".
• Item repec:rim:rimwps:05-08 is not listed on IDEAS anymore