Printed from https://ideas.repec.org/n/nep-ets/2011-09-16.html
Report NEP-ETS-2011-09-16
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:
- Stefano Grassi & Tommaso Proietti, 2011, "Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-30, Sep.
- Yushu Li, 2011, "Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-29, Jul.
- Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-28, Aug.
- Anders Bredahl Kock & Timo Teräsvirta, 2011, "Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-27, Aug.
- Item repec:dgr:uvatin:20110125 is not listed on IDEAS anymore
- Eo, Yunjong & Morley, James, 2011, "Likelihood-Ratio-Based Confidence Sets for the Timing of Structural Breaks," Working Papers, University of Sydney, School of Economics, number 2011-07, Aug, revised Feb 2014.
- Andreea Halunga & Chris D. Orme & Takashi Yamagata, 2011, "A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models," Economics Discussion Paper Series, Economics, The University of Manchester, number 1118.
- Noriega Antonio E. & Ventosa-Santaulària Daniel, 2011, "A Simple Test for Spurious Regressions," Working Papers, Banco de México, number 2011-05, Aug.
- Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-4, Aug.