Printed from https://ideas.repec.org/n/nep-ets/2008-10-21.html
Report NEP-ETS-2008-10-21
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: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, Cowles Foundation for Research in Economics, Yale University, number 1679, Oct.
- de Silva, Ashton, 2008, "Forecasting macroeconomic variables using a structural state space model," MPRA Paper, University Library of Munich, Germany, number 11060, Sep.
- Griffin, Jim & Steel, Mark F.J., 2008, "Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes," MPRA Paper, University Library of Munich, Germany, number 11071, Oct.
- Visser, Marcel P., 2008, "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper, University Library of Munich, Germany, number 11100, Oct.
- Ramírez Cobo, Josefa & Lillo Rodríguez, Rosa Elvira & Wiper, Michael Peter, 2008, "On identifiability of MAP processes," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws084613, Sep.
- Item repec:knz:cofedp:0806 is not listed on IDEAS anymore
- Seymen, Atilim, 2008, "A Critical Note on the Forecast Error Variance Decomposition," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-065.