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Report NEP-ETS-2009-09-11
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:
- Jin Seo Cho & Halbert White, 2009, "Generalized Runs Test for the IID Hypothesis," Discussion Paper Series, Institute of Economic Research, Korea University, number 0913.
- Chirok Han & Jin Seo Cho & Peter C. B. Phillips, 2009, "Infinite Density at the Median and the Typical Shape of Stock Return Distributions," Discussion Paper Series, Institute of Economic Research, Korea University, number 0914.
- Todd E. Clark & Michael W. McCracken, 2009, "In-sample tests of predictive ability: a new approach," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-10.
- Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-11.