Printed from https://ideas.repec.org/n/nep-ets/2010-07-10.html
Report NEP-ETS-2010-07-10
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:
- Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2010, "The conditional autoregressive wishart model for multivariate stock market volatility," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2010-07.
- J. Isaac Miller, 2010, "A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels," Working Papers, Department of Economics, University of Missouri, number 1001, Jan.
- Shu-Ping Shi, 2010, "Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2010-524, Jun.
- Item repec:dnb:dnbwpp:250 is not listed on IDEAS anymore
- James D. Hamilton, 2010, "Calling Recessions in Real Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 16162, Jul.