Report NEP-ETS-2008-11-04

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:hal:paris1:halshs-00235179_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00235448_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00185369_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00277379_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00270719_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00261514_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00259193_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:hal-00287463_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00270708_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00275767_v1 is not listed on IDEAS anymore

• M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008, "Estimating and Forecasting GARCH Volatility in the Presence of Outiers," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2008-13, Oct.
• Morten Ø. Nielsen, 2008, "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Working Paper, Economics Department, Queen's University, number 1185, Oct.
• Edward S. Knotek & Stephen J. Terry, 2008, "Markov-chain approximations of vector autoregressions: application of general multivariate-normal integration techniques," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 08-02.
• Nii Ayi Armah & Norman R. Swanson, 2008, "Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments," Working Papers, Federal Reserve Bank of Philadelphia, number 08-25.
• Todd E. Clark & Michael W. McCracken, 2008, "Combining forecasts from nested models," Working Papers, Federal Reserve Bank of St. Louis, number 2008-037, DOI: 10.20955/wp.2008.037.
• Item repec:ecb:ecbwps:20080948 is not listed on IDEAS anymore

• Item repec:ecb:ecbwps:20080950 is not listed on IDEAS anymore

Report NEP-ETS-2008-11-04

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: