Printed from https://ideas.repec.org/n/nep-ets/2008-10-07.html
Report NEP-ETS-2008-10-07
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:hum:wpaper:sfb649dp2008-063 is not listed on IDEAS anymore
- Maxym Kryshko & Frank Schorfheide & Keith Sill, 2008, "DSGE model-based forecasting of non-modelled variables," Working Papers, Federal Reserve Bank of Philadelphia, number 08-17.
- Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2008, "Structural vector autoregressions: theory of identification and algorithms for inference," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2008-18.
- Todd Prono, 2008, "GARCH-based identification and estimation of triangular systems," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number QAU08-4.
- Proietti, Tommaso, 2008, "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper, University Library of Munich, Germany, number 10859, Oct.
- Robert Engle & Neil Shephard & Kevin Shepphard, 2008, "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe30.
- S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008, "Real-time measurement of business conditions," Working Papers, Federal Reserve Bank of Philadelphia, number 08-19.