Report NEP-ETS-2010-10-16This 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:
- Item repec:hal:cesptp:halshs-00523371_v1 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-00523369_v1 is not listed on IDEAS anymore
- Tschernig, Rolf & Weber, Enzo & Weigand, Roland, 2010. "Long-run Identification in a Fractionally Integrated System," University of Regensburg Working Papers in Business, Economics and Management Information Systems 447, University of Regensburg, Department of Economics.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010. "Asymmetry and Long Memory in Volatility Modelling," Working Papers in Economics 10/60, University of Canterbury, Department of Economics and Finance.
- Andrew Harvey, 2010. "Exponential conditional volatility models," Statistics and Econometrics Working Papers ws103620, Universidad Carlos III, Departamento de Estadística y Econometría.
- Item repec:ner:leuven:urn:hdl:123456789/277099 is not listed on IDEAS anymore
- Todd E. Clark & Michael W. McCracken, 2010. "Testing for unconditional predictive ability," Working Papers 2010-031, Federal Reserve Bank of St. Louis.
- Michael J. Dueker & Michael T. Owyang & Martin Sola, 2010. "A time-varying threshold STAR model of unemployment and the natural rate," Working Papers 2010-029, Federal Reserve Bank of St. Louis.
- Todd E. Clark & Michael W. McCracken, 2010. "Reality checks and nested forecast model comparisons," Working Papers 2010-032, Federal Reserve Bank of St. Louis.
- Brito, Ricardo D., 2010. "Inflation Targeting Does Not Matter: Another Look at OECD Economies’ Output Sacrifice Ratios," Insper Working Papers wpe_212, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Buchen, Teresa & Wohlrabe, Klaus, 2010. "Forecasting with many predictors - Is boosting a viable alternative?," Discussion Papers in Economics 11788, University of Munich, Department of Economics.
- Wolfgang Putschoegl, 2010. "On Calibrating Stochastic Volatility Models with time-dependent Parameters," Papers 1010.1212, arXiv.org.
- Boubacar Mainassara, Yacouba, 2010. "Selection of weak VARMA models by modified Akaike's information criteria," MPRA Paper 24981, University Library of Munich, Germany.