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Report NEP-ETS-2009-03-22
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:
- Massimiliano Caporin & Michael McAleer, 2009, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-11.
- Ralph D. Snyder & Anne B. Koehler, 2008, "A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/08, Sep.
- George Athanasopoulos & Osmani T. de C. Guillén & João V. Issler & Farshid Vahid, 2009, "Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/09, Feb.
- Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008, "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/08, Dec, revised Oct 2009.
- Item repec:cty:dpaper:0905 is not listed on IDEAS anymore
- Item repec:cty:dpaper:0904 is not listed on IDEAS anymore
- Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer, 2009, "Modeling Exchange Rate and Industrial Commodity Volatility Transmissions," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0096, Feb.
- Mario Cerrato & Hyunsok Kim & Ronald MacDonald, 2008, "3-Regime symmetric STAR modeling and exchange rate reversion," Working Papers, Business School - Economics, University of Glasgow, number 2009_05, Dec, revised Feb 2009.
- Item repec:dgr:umamet:2009012 is not listed on IDEAS anymore
- Jan J. J. Groen & George Kapetanios, 2009, "Model selection criteria for factor-augmented regressions," Staff Reports, Federal Reserve Bank of New York, number 363.
- Onatski, Alexei & Uhlig, Harald, 2009, "Unit Roots in White Noise," MPRA Paper, University Library of Munich, Germany, number 14057, Mar.
- Adam Clements & Mark Doolan & Stan Hurn & Ralf Becker, 2009, "Evaluating multivariate volatility forecasts," NCER Working Paper Series, National Centre for Econometric Research, number 41, Feb, revised 25 Nov 2009.