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Report NEP-ETS-2009-07-03
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:
- Kim Christensen & Roel Oomen & Mark Podolskij, 2009, "Realised Quantile-Based Estimation of the Integrated Variance," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-27, May.
- Ted Juhl & Zhijie Xiao, 2009, "Tests for Changing Mean with Monotonic Power," Boston College Working Papers in Economics, Boston College Department of Economics, number 709, Jun.
- Zhijie Xiao, 2009, "Quantile Cointegrating Regression," Boston College Working Papers in Economics, Boston College Department of Economics, number 708, Jan.
- Karen A. Kopecky & Richard M. H. Suen, 2009, "Finite State Markov-Chain Approximations to Highly Persistent Processes," Working Papers, University of California at Riverside, Department of Economics, number 200904, May, revised May 2009.
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009, "Forecast accuracy and economic gains from Bayesian model averaging using time varying weight," Working Paper, Norges Bank, number 2009/10, Jun.
- Ralph D. Snyder & J. Keith Ord, 2009, "Exponential Smoothing and the Akaike Information Criterion," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/09, Jun.
- Taoufik Bouezmarni & Jeroen Rombouts & Abderrahim Taamouti, 2009, "A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality," CIRANO Working Papers, CIRANO, number 2009s-28, Jun.
- Ahlgren, Niklas & Antell, Jan, 2009, "The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers, Hanken School of Economics, number 541, Jun.
- Item repec:ris:snbwpa:2009_003 is not listed on IDEAS anymore
- Helmut Luetkepohl, 2009, "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers, European University Institute, number ECO2009/17.
- Olivier Parent & James P. Lesage, 2009, "A space-time filter for panel data models containing random effects," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2009-04.
- Pereira, Pedro L. Valls, 2009, "Testing the hypothesis of contagion using multivariate volatility models," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 174, Jan.
- Gunnar Bårdsen & Helmut Lütkepohl, 2009, "Forecasting Levels of log Variables in Vector Autoregressions," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 10409, Jun.
- Adam Clements & Ralf Becker, 2009, "A nonparametric approach to forecasting realized volatility," NCER Working Paper Series, National Centre for Econometric Research, number 43, May.