Report NEP-ETS-2010-12-23

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• José Casals Carro & Alfredo García-Hiernaux & Miguel Jerez, 2010, "From general State-Space to VARMAX models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 1002.
• Manabu Asai & Michael McAleer, 2010, "Dynamic Conditional Correlations for Asymmetric Processes," KIER Working Papers, Kyoto University, Institute of Economic Research, number 747, Dec.
• Dimitris Korobilis, 2010, "VAR Forecasting Using Bayesian Variable Selection," Working Paper series, Rimini Centre for Economic Analysis, number 51_10, Jan, revised Apr 2011.