Printed from https://ideas.repec.org/n/nep-ets/2011-07-13.html
Report NEP-ETS-2011-07-13
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:
- Alvaro Escribano & Genaro Sucarrat, 2011, "Automated model selection in finance: General-to-speci c modelling of the mean and volatility speci cations," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2011-09, Jun.
- Fabio Busetti & Silvestro di Sanzo, 2011, "Bootstrap LR tests of stationarity, common trends and cointegration," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 799, Mar.
- Martin Burda & John Maheu, 2011, "Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Papers, University of Toronto, Department of Economics, number tecipa-438, Jun.
- T. De Groote & G. Everaert, 2011, "Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 11/723, Jun.
- Andersson, Fredrik N. G., 2011, "Band Spectrum Regressions using Wavelet Analysis," Working Papers, Lund University, Department of Economics, number 2011:22, Jun.
- Michèle Chavoix-Mannato, 2011, "Working Party on Financial Statistics: Proceedings of the Workshop on Securitisation," OECD Statistics Working Papers, OECD Publishing, number 2011/3, Oct, DOI: 10.1787/5kg3h0jssnq6-en.
- Item repec:pav:wpaper:255 is not listed on IDEAS anymore
- Item repec:dgr:eureir:1765023582 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20110090 is not listed on IDEAS anymore
- Mario Forni & Luca Gambetti, 2011, "Sufficient information in structural VARs," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 062, Jun.
- Item repec:ner:carlos:info:hdl:10016/5817 is not listed on IDEAS anymore
- Item repec:ner:carlos:info:hdl:10016/2770 is not listed on IDEAS anymore
- David E. Giles & Ryan T. Godwin, 2011, "Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values," Econometrics Working Papers, Department of Economics, University of Victoria, number 1110, Jul.