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Report NEP-ETS-2011-10-22
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:
- Laurent Schoeffel, 2011, "Time Scales in Futures Markets and Applications," Papers, arXiv.org, number 1110.1727, Oct.
- Giacomini, Raffaella & Ragusa, Giuseppe, 2011, "Incorporating theoretical restrictions into forecasting by projection methods," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8604, Oct.
- Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011, "The instability of the correlation structure of the S&P 500," MPRA Paper, University Library of Munich, Germany, number 34160, Oct.
- Julio Roman, Juan Manuel, 2011, "The Hodrick-Prescott filter with priors: linear restrictions on HP filters," MPRA Paper, University Library of Munich, Germany, number 34202, Oct.