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Report NEP-ETS-2008-12-01
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:
- Per Frederiksen & Frank S. Nielsen, 2008, "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-59, Nov.
- Luis A. Gil-Alana & Guglielmo M. Caporale, 2008, "Fractional integration and data frequency," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/08, Nov.
- Szabolcs Blazsek & Anna Downarowicz, 2008, "Regime switching models of hedge fund returns," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/08, Nov.
- Ignacio RodrÃguez Carreño & L. Gila Useros, A. Malanda Trigueros, J. Navallas Irujo, J. RodrÃguez Falces, S. Gómez Elvira, 2008, "Influence of Baseline Fluctuation Cancellation on Automatic Measurement of Motor Unit Action Potential Duration," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 13/08, Dec.
- Luis A. Gil-Alana, 2008, "Time trend estimation with breaks in temperature time series," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 09/08, Nov.
- Jumah, Adusei & Kunst, Robert M., 2008, "Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging," Economics Series, Institute for Advanced Studies, number 231, Nov.
- Item repec:ecb:ecbwps:20080966 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20080957 is not listed on IDEAS anymore