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Report NEP-ETS-2010-03-20
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:
- Torben G. Andersen & Luca Benzoni, 2010, "Stochastic Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-10, Feb.
- Francesco Ravazzolo & Shaun P. Vahey, 2010, "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper, Norges Bank, number 2010/02, Mar.
- Valter Di Giacinto, 2010, "On vector autoregressive modeling in space and time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 746, Feb.
- David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2010, "Robust methods for detecting multiple level breaks in autocorrelated time series," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/01, Feb.
- Stephan Smeekes & A. M. Robert Taylor, 2010, "Bootstrap union tests for unit roots in the presence of nonstationary volatility," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/03, Feb.
- Marcus J. Chambers & Joanne S. Ercolani & A. M. Robert Taylor, 2010, "Testing for seasonal unit roots by frequency domain regression," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/02, Sep.
- Elmar Mertens, 2010, "Are spectral estimators useful for implementing long-run restrictions in SVARs?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-09.
- Korobilis, Dimitris, 2009, "VAR forecasting using Bayesian variable selection," MPRA Paper, University Library of Munich, Germany, number 21124, Dec.
- Carey, Alexander, 2010, "Higher-order volatility: time series," MPRA Paper, University Library of Munich, Germany, number 21087, Jan.