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Report NEP-ETS-2010-10-16
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:
- 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, University of Regensburg, Department of Economics, number 447, Sep.
- Manabu Asai & Michael McAleer & Marcelo C. Medeiros, 2010, "Asymmetry and Long Memory in Volatility Modelling," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/60, Oct.
- Harvey, Andrew, 2010, "Exponential conditional volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws103620, Sep.
- 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, Federal Reserve Bank of St. Louis, number 2010-031, DOI: 10.20955/wp.2010.031.
- Michael J. Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2010, "A Time-Varying Threshold STAR Model with Applications," Working Papers, Federal Reserve Bank of St. Louis, number 2010-029, revised 10 Aug 2022, DOI: 10.20955/wp.2010.029.
- Todd E. Clark & Michael W. McCracken, 2010, "Reality checks and nested forecast model comparisons," Working Papers, Federal Reserve Bank of St. Louis, number 2010-032, DOI: 10.20955/wp.2010.032.
- Brito, Ricardo D., 2010, "Inflation Targeting Does Not Matter: Another Look at OECD Economies’ Output Sacrifice Ratios," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa, number wpe_212, Oct.
- Buchen, Teresa & Wohlrabe, Klaus, 2010, "Forecasting with many predictors - Is boosting a viable alternative?," Discussion Papers in Economics, University of Munich, Department of Economics, number 11788, Sep.
- Wolfgang Putschoegl, 2010, "On Calibrating Stochastic Volatility Models with time-dependent Parameters," Papers, arXiv.org, number 1010.1212, Oct.
- Boubacar Mainassara, Yacouba, 2010, "Selection of weak VARMA models by modified Akaike's information criteria," MPRA Paper, University Library of Munich, Germany, number 24981, Jun.