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Report NEP-ETS-2008-07-20
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:
- Tommaso Proietti & Alessandra Luati, 2008, "Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis," CEIS Research Paper, Tor Vergata University, CEIS, number 112, Jul, revised 14 Jul 2008.
- Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008, "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper, Tor Vergata University, CEIS, number 125, Jul, revised 14 Jul 2008.
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe29.
- Item repec:hum:wpaper:sfb649dp2008-049 is not listed on IDEAS anymore