Printed from https://ideas.repec.org/n/nep-ets/2010-02-05.html
Report NEP-ETS-2010-02-05
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:
- David Hendry & Grayham E. Mizon, 2010, "Econometric Modelling of Changing Time Series," Economics Series Working Papers, University of Oxford, Department of Economics, number 475, Jan.
- Item repec:oxf:wpaper:470 is not listed on IDEAS anymore
- Jennifer Castle & David Hendry, 2010, "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers, University of Oxford, Department of Economics, number 471, Jan.
- Neil Shephard & Thomas Flury, 2009, "Learning and filtering via simulation: smoothly jittered particle filters," Economics Series Working Papers, University of Oxford, Department of Economics, number 469, Dec.
- Item repec:wbs:wpaper:wp09-04 is not listed on IDEAS anymore
- Item repec:wbs:wpaper:wp09-02 is not listed on IDEAS anymore
- Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2009, "Testing for unit roots in the presence of a possible break in trend and non-stationary volatility," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 09/05, Dec.
- Markus Reiss, 2010, "Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise," Papers, arXiv.org, number 1001.3006, Jan.
- B. Kaulakys & M. Alaburda & V. Gontis, 2010, "Point Processes Modeling of Time Series Exhibiting Power-Law Statistics," Papers, arXiv.org, number 1001.2639, Jan.
- Bence Toth & Fabrizio Lillo & J. Doyne Farmer, 2010, "Segmentation algorithm for non-stationary compound Poisson processes," Papers, arXiv.org, number 1001.2549, Jan, revised Feb 2011.