Printed from https://ideas.repec.org/n/nep-ets/2010-08-28.html
Report NEP-ETS-2010-08-28
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:
- D'Agostino, Antonello & Bermingham, Colin, 2010, "Understanding and Forecasting Aggregate and Disaggregate Price Dynamics," Research Technical Papers, Central Bank of Ireland, number 8/RT/10, Aug.
- Nikolaus Hautsch & Mark Podolskij, 2010, "Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-29, Jul.
- Martin M. Andreasen, 2010, "Non-linear DSGE Models and The Central Difference Kalman Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-30, Jul.
- David Hendry & Grayham E. Mizon, 2010, "On the Mathematical Basis of Inter-temporal Optimization," Economics Series Working Papers, University of Oxford, Department of Economics, number 497, Aug.
- Item repec:dgr:eureri:1765020378 is not listed on IDEAS anymore
- Mohitosh Kejriwal & Claude Lopez, 2009, "Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1227, Dec.
- Item repec:ner:lselon:http://eprints.lse.ac.uk/28868/ is not listed on IDEAS anymore
- Hoffmann, Marc & Munk, Axel & Schmidt-Hieber, Johannes, 2010, "Nonparametric estimation of the volatility under microstructure noise: wavelet adaptation," MPRA Paper, University Library of Munich, Germany, number 24562, Jul.