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Report NEP-ETS-2010-11-27
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:
- Zongwu Cai & Zhijie Xiao, 2010, "Semiparametric Quantile Regression Estimation in Dynamic Models with Partially Varying Coefficients," Boston College Working Papers in Economics, Boston College Department of Economics, number 761, Nov.
- Anne B. Koehler & Ralph D. Snyder & J. Keith Ord & Adrian Beaumont, 2010, "Forecasting Compositional Time Series with Exponential Smoothing Methods," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/10, Nov.
- Manabu Asai & Michael McAleer, 2010, "Alternative Asymmetric Stochastic Volatility Models," KIER Working Papers, Kyoto University, Institute of Economic Research, number 739, Nov.
- D M Nachane, 2010, "Spectral Analysis of Non-Stationary Time Series," Working Papers, eSocialSciences, number id:3191, Nov.
- Jun Yu, 2010, "Simulation-based Estimation Methods for Financial Time Series Models," Working Papers, Singapore Management University, School of Economics, number 19-2010, Oct.
- Yong Li & Jun Yu, 2010, "A New Bayesian Unit Root Test in Stochastic Volatility Models," Working Papers, Singapore Management University, School of Economics, number 21-2010, Oct, revised Oct 2010.
- Qiankun Zhou & Jun Yu, 2010, "Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes," Working Papers, Singapore Management University, School of Economics, number 20-2010, Jan.
- Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2010, "Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time," Working Papers, Singapore Management University, School of Economics, number 13-2010, Jan.
- Zhenlin Yang, 2010, "Bias-Corrected Estimation for Spatial Autocorrelation," Working Papers, Singapore Management University, School of Economics, number 12-2010, Oct.
- John Gibson & Bonggeun Kim & Susan Olivia, 2010, "Can We Trust Cluster-Corrected Standard Errors? An Application of Spatial Autocorrelation with Exact Locations Known," Working Papers in Economics, University of Waikato, number 10/07, Aug.