Printed from https://ideas.repec.org/n/nep-ets/2009-08-22.html
Report NEP-ETS-2009-08-22
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:
- Item repec:hal:wpaper:hal-00409861_v1 is not listed on IDEAS anymore
- Mohitosh Kejriwal & Pierre Perron & Jing Zhou, 2009, "Wald Tests for Detecting Multiple Structural Changes in Persistence," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1223, Aug.
- Pablo Guerrón-Quintana & Atsushi Inoue & Lutz Kilian, 2009, "Frequentist inference in weakly identified DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 09-13.
- Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-638, Aug.
- Kim, Hyeongwoo & Durmaz, Nazif, 2009, "Bias Correction and Out-of-Sample Forecast Accuracy," MPRA Paper, University Library of Munich, Germany, number 16780, May.