Printed from https://ideas.repec.org/n/nep-ets/2011-11-14.html
Report NEP-ETS-2011-11-14
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:
- Viktor Todorov & George Tauchen, 2011, "Inverse Realized Laplace Transforms for Nonparametric Volatility Estimation in Jump-Diffusions," Working Papers, Duke University, Department of Economics, number 11-21.
- Viktor Todorov & George Tauchen & Iaryna Grynkiv, 2011, "Volatility Activity: Specification and Estimation," Working Papers, Duke University, Department of Economics, number 11-23.
- Paul Viefers, 2011, "Bayesian Inference for the Mixed-Frequency VAR Model," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1172.
- Chris McDonald & Leif Anders Thorsrud, 2011, "Evaluating density forecasts: model combination strategies versus the RBNZ," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2011/03, Aug.
- Item repec:fri:dqewps:wp0016 is not listed on IDEAS anymore
- Ronayne, David, 2011, "Which Impulse Response Function?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 971.
- Item repec:ner:carlos:info:hdl:10016/12257 is not listed on IDEAS anymore