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Report NEP-ETS-2011-08-09
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:
- Francesca Di Iorio & Stefano Fachin, 2011, "A sieve bootstrap range test for poolability in dependent cointegrated panels," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2011/2, Jul.
- David M. Drukker, 2011, "Filtering and decomposing time series in Stata 12," CHI11 Stata Conference, Stata Users Group, number 20, Jul.
- Jing Tian & Heather M. Anderson, 2011, "Forecasting Under Strucural Break Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/11, Jul.
- Jouchi Nakajima & Toshiaki Watanabe, 2011, "Bayesian Analysis of Time-Varying Parameter Vector Autoregressive Model with the Ordering of Variables for the Japanese Economy and Monetary Policy," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-196, Jul.
- Toshiaki Watanabe, 2011, "Quantile Forecasts of Financial Returns Using Realized GARCH Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-195, Jul.
- Eiji Kurozumi & Kohei Aono, 2011, "Estimation and Inference in Predictive Regressions," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-192, May.
- Item repec:acb:camaaa:2011-25 is not listed on IDEAS anymore
- Donald W.K. Andrews & Patrik Guggenberger, 2011, "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1812, Aug.
- Item repec:hum:wpaper:sfb649dp2011-048 is not listed on IDEAS anymore
- Bermingham, Colin & D'Agostino, Antonello, 2011, "Understanding and forecasting aggregate and disaggregate price dynamics," Working Paper Series, European Central Bank, number 1365, Aug.
- Claude Lopez & Murray, C J. & Papell, D H., 2011, "Median-UnbiaseDeestimation in DF-GLS Regressions and the PPP Puzzle," Working papers, Banque de France, number 338.
- Tatyana Krivobokova, 2011, "Smoothing parameter selection in two frameworks for penalized splines," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 85, Aug, revised 18 Oct 2012.