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Report NEP-ETS-2009-05-16
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:
- Anders Bredahl Kock, 2009, "Forecasting with Universal Approximators and a Learning Algorithm," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-18, May.
- Jorge Caiado & Nuno Crato, 2009, "Identifying common dynamic features in stock returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0902, May.
- Jorge Caiado, 2009, "Performance of combined double seasonal univariate time series models for forecasting water demand," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 0903, May.
- Francq, Christian & Zakoian, Jean-Michel, 2009, "Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models," MPRA Paper, University Library of Munich, Germany, number 15147.
- Kopecky, Karen A. & Suen, Richard M. H., 2009, "Finite State Markov-Chain Approximations to Highly Persistent Processes," MPRA Paper, University Library of Munich, Germany, number 15122, May.
- Amendola, Alessandra & Christian, Francq, 2009, "Concepts and tools for nonlinear time series modelling," MPRA Paper, University Library of Munich, Germany, number 15140.
- Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009, "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper, University Library of Munich, Germany, number 15143.
- Boubacar Mainassara, Yacouba & Francq, Christian, 2009, "Estimating structural VARMA models with uncorrelated but non-independent error terms," MPRA Paper, University Library of Munich, Germany, number 15141.