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Report NEP-ETS-2009-06-03
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 & José Manuel Corcuera & Mark Podolskij, 2009, "Multipower Variation for Brownian Semistationary Processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-21, May.
- Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009, "Stochastic volatility of volatility in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-25, Jul.
- Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009, "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-22, May.
- Dominique Guégan, 2009, "A Meta-Distribution for Non-Stationary Samples," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-24, Jun.
- Huiyu Huang & Tae-Hwy Lee, 2006, "To Combine Forecasts or to Combine Information?," Working Papers, University of California at Riverside, Department of Economics, number 200806, Mar, revised Feb 2009.
- Gloria González-Rivera & Tae-Hwy Lee, 2007, "Nonlinear Time Series in Financial Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 200803, Sep, revised Feb 2008.
- Item repec:hal:cesptp:halshs-00390636_v1 is not listed on IDEAS anymore
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2009, "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-12, Mar.
- Item repec:gwc:wpaper:2008-11 is not listed on IDEAS anymore
- Jan J J Groen & George Kapetanios & Simon Price, 2009, "Multivariate methods for monitoring structural change," Bank of England working papers, Bank of England, number 369, Jun.