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Report NEP-ETS-2010-01-16
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:
- Anders Bredahl Kock & Timo Teräsvirta, 2010, "Forecasting with nonlinear time series models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-01, Jan.
- Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2009, "Limit theorems for functionals of higher order differences of Brownian semi-stationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-60, Dec.
- Item repec:hal:wpaper:halshs-00443561_v1 is not listed on IDEAS anymore
- James G. MacKinnon, 2010, "Critical Values For Cointegration Tests," Working Paper, Economics Department, Queen's University, number 1227, Jan.
- Item repec:inu:caeprp:2009-023 is not listed on IDEAS anymore
- Item repec:inu:caeprp:2009-019 is not listed on IDEAS anymore
- Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael, 2009, "Some problems in the testing of DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/31, Dec.
- Ramses H. Mena & Stephen G. Walker, 2009, "On a Construction of Markov Models in Continuous Time," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 25-2009, Dec.
- Ramses H. Mena & Matteo Ruggiero & Stephen G. Walker, 2009, "Geometric Stick-Breaking Processes for Continuous-Time Nonparametric Modeling," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 26-2009, Dec.
- Silvia Loriga & Paolo Naticchioni, 2010, "Short and long term evaluations of Public Employment Services in Italy," Working Papers - Dipartimento di Economia, Dipartimento di Economia, Sapienza University of Rome, number 10-DEISFOL, revised 2010.
- Jean-Philippe Cayen & Marc-André Gosselin & Sharon Kozicki, 2009, "Estimating DSGE-Model-Consistent Trends for Use in Forecasting," Staff Working Papers, Bank of Canada, number 09-35, DOI: 10.34989/swp-2009-35.
- Item repec:bep:unimip:1084 is not listed on IDEAS anymore
- Javier Mencía & Enrique Sentana, 2009, "Distributional tests in multivariate dynamic models with Normal and Student t innovations," Working Papers, Banco de España, number 0929, Dec.
- D. Sornette & A. Saichev & V. Filimonov, 2009, "Most Efficient Homogeneous Volatility Estimators," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-00007, Oct.
- Jin Seo Cho & Chirok-Han & Peter C. B. Phillips, 2009, "LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities," Discussion Paper Series, Institute of Economic Research, Korea University, number 0917.
- Álvarez, Adolfo & Peña, Daniel, 2009, "Recombining dependent data: an Order Statistics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws098526, Dec.
- Emanuel Moench & Serena Ng & Simon M. Potter, 2009, "Dynamic hierarchical factor models," Staff Reports, Federal Reserve Bank of New York, number 412.
- Jouchi Nakajima & Yasuhiro Omori, 2009, "Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-701, Dec.
- Wei-Xing Zhou, 2009, "Finite-size effect and the components of multifractality in financial volatility," Papers, arXiv.org, number 0912.4782, Dec.
- Tetsuya Takaishi, 2009, "Bayesian Inference of Stochastic Volatility Model by Hybrid Monte Carlo," Papers, arXiv.org, number 1001.0024, Dec.