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Report NEP-ETS-2010-02-20
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:
- Martin M. Andreasen, 2010, "Non-linear DSGE Models and The Optimized Particle Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-05, Jan.
- Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2010, "Bootstrap Sequential Determination of the Co-integration Rank in VAR Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-07, Feb.
- Wagner, Martin, 2010, "Cointegration Analysis with State Space Models," Economics Series, Institute for Advanced Studies, number 248, Feb.
- Item repec:ner:oxford:http://economics.ouls.ox.ac.uk/14475/ is not listed on IDEAS anymore
- Zdzis{l}aw Burda & Andrzej Jarosz & Maciej A. Nowak & Ma{l}gorzata Snarska, 2010, "A Random Matrix Approach to VARMA Processes," Papers, arXiv.org, number 1002.0934, Feb.
- Maria Boguta & Eric Jarpe, 2010, "A new space-time model for volatility clustering in the financial market," Papers, arXiv.org, number 1002.0609, Feb.
- Bennett T. McCallum, 2010, "Is the Spurious Regression Problem Spurious?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15690, Jan.