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Report NEP-ETS-2011-10-15
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:
- Marisa Faggini, 2011, "Chaotic Time Series Analysis in Economics: Balance and Perspectives," Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino, number 25, Oct.
- Martínez-Ovando Juan Carlos & Walker Stephen G., 2011, "Time-series Modelling, Stationarity and Bayesian Nonparametric Methods," Working Papers, Banco de México, number 2011-08, Sep.
- Tómasson, Helgi, 2011, "Some Computational Aspects of Gaussian CARMA Modelling," Economics Series, Institute for Advanced Studies, number 274, Sep.
- Christian Kascha & Carsten Trenkler, 2011, "Cointegrated VARMA models and forecasting US interest rates," ECON - Working Papers, Department of Economics - University of Zurich, number 033, Oct.
- Gospodinov, Nikolay & Lkhagvasuren, Damba, 2011, "A new method for approximating vector autoregressive processes by finite-state Markov chains," MPRA Paper, University Library of Munich, Germany, number 33827, Jun.
- Friederike Greb & Tatyana Krivobokova & Axel Munk & Stephan von Cramon-Taubadel, 2011, "Regularized Bayesian estimation in generalized threshold regression models," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers, Courant Research Centre PEG, number 99, Oct, revised 18 Oct 2012.
- Tobias Adrian & Markus K. Brunnermeier, 2011, "CoVaR," NBER Working Papers, National Bureau of Economic Research, Inc, number 17454, Oct.
- Item repec:cdl:ucsdec:2265346 is not listed on IDEAS anymore