Report NEP-ETS-2008-10-21This 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.
The following items were announced in this report:
- Item repec:pra:mprapa:11001 is not listed on IDEAS anymore
- Item repec:bep:unimip:1076 is not listed on IDEAS anymore
- Item repec:bep:unimip:1077 is not listed on IDEAS anymore
- Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008. "Copula-Based Nonlinear Quantile Autoregression," Cowles Foundation Discussion Papers 1679, Cowles Foundation for Research in Economics, Yale University.
- de Silva, Ashton, 2008. "Forecasting macroeconomic variables using a structural state space model," MPRA Paper 11060, University Library of Munich, Germany.
- Griffin, Jim & Steel, Mark F.J., 2008. "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper 11071, University Library of Munich, Germany.
- Visser, Marcel P., 2008. "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper 11100, University Library of Munich, Germany.
- Ramírez Cobo, Josefa & Wiper, Michael Peter & Lillo Rodríguez, Rosa Elvira, 2008. "On identifiability of MAP processes," DES - Working Papers. Statistics and Econometrics. WS ws084613, Universidad Carlos III de Madrid. Departamento de Estadística.
- Roxana Chiriac & Valeri Voev, 2008. "Modelling and Forecasting Multivariate Realized Volatility," CoFE Discussion Paper 08-06, Center of Finance and Econometrics, University of Konstanz.
- Seymen, Atilim, 2008. "A Critical Note on the Forecast Error Variance Decomposition," ZEW Discussion Papers 08-065, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.