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Report NEP-ETS-2011-01-16
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:
- Výrost, Tomáš & Baumöhl, Eduard, 2009, "Asymmetric GARCH and the financial crisis: a preliminary study," MPRA Paper, University Library of Munich, Germany, number 27939, Nov.
- Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan, 2011, "On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries," MPRA Paper, University Library of Munich, Germany, number 27927, Jan.
- Giacomo Sbrana, 2010, "The exact linkage between the Beveridge-Nelson decomposition and other permanent-transitory decompositions," Working Papers, Association Française de Cliométrie (AFC), number 10-09.
- Giacomo Sbrana, 2010, "Forecasting damped trend exponential smoothing: an algebraic viewpoint," Working Papers, Association Française de Cliométrie (AFC), number 10-08.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010, "Combining predictive densities using Bayesian filtering with applications to US economics data," Working Paper, Norges Bank, number 2010/29, Dec.