Report NEP-ETS-2010-08-28This 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.
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 8/RT/10, Central Bank of Ireland.
- 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 2010-29, School of Economics and Management, University of Aarhus.
- Martin M. Andreasen, 2010. "Non-linear DSGE Models and The Central Difference Kalman Filter," CREATES Research Papers 2010-30, School of Economics and Management, University of Aarhus.
- David Hendry & Grayham E. Mizon, 2010. "On the Mathematical Basis of Inter-temporal Optimization," Economics Series Working Papers 497, University of Oxford, Department of Economics.
- 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 1227, Purdue University, Department of Economics.
- 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 24562, University Library of Munich, Germany.