Report NEP-ETS-2010-06-11

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:

• Søren Johansen & Morten Ørregaard Nielsen, 2010, "Likelihood inference for a fractionally cointegrated vector autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-24, May.
• Alexander Strasak & Nikolaus Umlauf & Ruth Pfeiffer & Stefan Lang, 2010, "Comparing Penalized Splines and Fractional Polynomials for Flexible Modelling of the Effects of Continuous Predictor Variables," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2010-11, May.
• Item repec:hal:wpaper:hal-00409861_v2 is not listed on IDEAS anymore

• Melvin. J. Hinich & Phillip Wild & John Foster, 2010, "Testing for the Existence of a Generalized Wiener Process- the Case of Stock Prices," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 408.
• Chia-Lin Chang & Philip Hans Franses & Michael McAleer, 2010, "Combining Non-Replicable Forecasts," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/35, May.
• Seungmoon Choi, 2010, "Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-11, May.
• Jia Chen & Jiti Gao & Degui Li, 2010, "Semiparametric Trending Panel Data Models with Cross-Sectional Dependence," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-10, May.
• Degui Li & Jia Chen & Jiti Gao, 2010, "Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2010-08, May.
• Hyeongwoo Kim & Nazif Durmaz, 2010, "Bias Correction and Out-of-Sample Forecast Accuracy," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2010-02, May.
• Waldyr Dutra Areosa & Michael McAleer & Marcelo Cunha Medeiros, 2010, "Moment-based estimation of smooth transition regression models with endogenous variables," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 571, Mar.
• Francesco Audrino & Marcelo Cunha Medeiros, 2010, "Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 570, Mar.
• Tsunehiro Ishihara & Yasuhiro Omori, 2010, "Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-746, May.
• Item repec:eui:euiwps:eco2010/17 is not listed on IDEAS anymore

• Item repec:eui:euiwps:eco2010/18 is not listed on IDEAS anymore

Report NEP-ETS-2010-06-11

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: