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Report NEP-ETS-2008-02-16
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:
- E. Otranto, 2008, "Clustering Heteroskedastic Time Series by Model-Based Procedures," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200801.
- Anindya Banerjee & Massimiliano Marcellino, 2008, "Factor-augmented Error Correction Models," Economics Working Papers, European University Institute, number ECO2008/15.
- Massimiliano Marcellino & Christian Schumacher, 2008, "Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP," Economics Working Papers, European University Institute, number ECO2008/16.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2008, "Forecasting Macroeconomic Variables Using Diffusion Indexes in Short Samples with Structural Change," Economics Working Papers, European University Institute, number ECO2008/17.
- Tucker S. McElroy & Thomas M. Trimbur, 2007, "Continuous time extraction of a nonstationary signal with illustrations in continuous low-pass and band-pass filtering," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-68.
- Abdou Ka Diongue & Dominique Guegan, 2008, "Estimation of k-factor GIGARCH process: a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08004, Jan, DOI: 10.1080/03610910802304994.
- Dominique Guegan, 2008, "Effect of noise filtering on predictions: on the routes of chaos," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b08008, Jan.
- McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2007-06.
- Ioannis Kasparis, 2008, "Functional Form Misspecification in Regressions with a Unit Root," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 2-2008, Feb.
- Gregor W. Smith, 2008, "Us Inflation Dynamics 1981-2007: 13,193 Quarterly Observations," Working Paper, Economics Department, Queen's University, number 1155, Feb.