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Report NEP-ETS-2010-01-23
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:brk:wpaper:0911 is not listed on IDEAS anymore
- Item repec:sca:scaewp:0905 is not listed on IDEAS anymore
- F. Crudu, 2009, "GMM, Generalized Empirical Likelihood, and Time Series," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200912.
- E. Otranto, 2009, "Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 200917.
- Ardelean, Vlad, 2009, "The impacts of outliers on different estimators for GARCH processes: an empirical study," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 06/2009.
- Ingo, Klein & Christian, Köck & Fabian, Tinkl, 2009, "Spatial-serial dependency in multivariate GARCH models and dynamic copulas: a simulation study," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 11/2009.
- Item repec:hum:wpaper:sfb649dp2010-004 is not listed on IDEAS anymore
- Lifen An & Shaolin Ji, 2010, "Reflected Backward Stochastic Difference Equations with Finite State and their applications," Papers, arXiv.org, number 1001.3054, Jan, revised Dec 2012.
- Manuel S. Santos, 2010, "Consistency properties of a simulation-based estimator for dynamic processes," Papers, arXiv.org, number 1001.2173, Jan.
- Todd, Prono, 2010, "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper, University Library of Munich, Germany, number 20034, Jan.
- Todd, Prono, 2009, "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper, University Library of Munich, Germany, number 20032, Sep.
- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009, "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper, University Library of Munich, Germany, number 19963.