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Report NEP-ETS-2009-11-07
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:
- Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009, "What do we know about real exchange rate non-linearities?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-50, May.
- Isabel Casas & Irene Gijbels, 2009, "Unstable volatility functions: the break preserving local linear estimator," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-48, Oct.
- Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009, "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-51, Oct.
- Kajal Lahiri & Xuguang Sheng, 2009, "Measuring Forecast Uncertainty by Disagreement: The Missing Link," Discussion Papers, University at Albany, SUNY, Department of Economics, number 09-06.
- George Monokroussos, 2009, "A Classical MCMC Approach to the Estimation of Limited Dependent Variable Models of Time Series," Discussion Papers, University at Albany, SUNY, Department of Economics, number 09-07.
- Kajal Lahiri & Fushang Liu, 2009, "On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions," Discussion Papers, University at Albany, SUNY, Department of Economics, number 09-03.
- James W. Taylor & Ralph D. Snyder, 2009, "Forecasting Intraday Time Series with Multiple Seasonal Cycles Using Parsimonious Seasonal Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/09, Oct.
- Herwartz, Helmut & Siedenburg, Florian, 2009, "The effects of variance breaks on homogenous panel unit root tests," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-07.
- Herwartz, Helmut & Siedenburg, Florian, 2009, "A new approach to unit root testing," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2009-06.
- Knüppel, Malte, 2009, "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,28.