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Report NEP-ETS-2008-09-05
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:
- Roxana Chiriac & Valeri Voev, 2008, "Modelling and Forecasting Multivariate Realized Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-39, Sep.
- Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008, "Semiparametric Inference in a GARCH-in-Mean Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-46, Sep.
- Christian M. Dahl & Henrik Hansen & John Smidt, 2008, "The cyclical component factor model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-44, Sep.
- Item repec:cfs:cfswop:wp200807 is not listed on IDEAS anymore
- Otrok, Christopher & Pourpourides, Panayiotis M., 2008, "On The Cyclicality of Real Wages and Wage Differentials," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/19, Aug, revised Mar 2009.
- Todd E. Clark & Michael W. McCracken, 2008, "Improving forecast accuracy by combining recursive and rolling forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2008-028, DOI: 10.20955/wp.2008.028.
- Todd E. Clark & Michael W. McCracken, 2008, "Averaging forecasts from VARs with uncertain instabilities," Working Papers, Federal Reserve Bank of St. Louis, number 2008-030, DOI: 10.20955/wp.2008.030.