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Report NEP-ETS-2009-01-03
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:
- Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-63, Dec.
- Christian Kascha & Francesco Ravazzolo, 2008, "Combining inflation density forecasts," Working Paper, Norges Bank, number 2008/22, Dec.
- Andersson, Fredrik N. G., 2008, "Bandspectrum Cointegration," Working Papers, Lund University, Department of Economics, number 2008:18, Dec.
- Item repec:dgr:umamet:2008051 is not listed on IDEAS anymore
- D. Aristei & Luca Pieroni, 2008, "Cointegration Rank Test and Long Run Specification: A Note on the Robustness of Structural Demand Systems," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0809, Nov.
- Item repec:hum:wpaper:sfb649dp2008-069 is not listed on IDEAS anymore
- Sophie Béreau & Antonia Lopez Villavicencio & Valérie Mignon, 2008, "Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling," Working Papers, CEPII research center, number 2008-23, Oct.
- Rossi, Eduardo & Spazzini, Filippo, 2008, "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper, University Library of Munich, Germany, number 12260.