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Report NEP-ETS-2012-02-01
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:
- Nikolay Gospodinov & Damba Lkhagvasuren, 2011, "A Moment-Matching Method for Approximating Vector Autoregressive Processes by Finite-State Markov Chains," Working Papers, Concordia University, Department of Economics, number 11005, Jun, revised 16 Dec 2011.
- Kei Nanamiya, 2011, "The Wavelet-based Estimation for Long Memory Signal Plus Noise Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-210, Dec.
- Yoshimasa Uematsu, 2011, "Regression with a Slowly Varying Regressor in the Presence of a Unit Root," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-209, Oct.
- Toshio Honda, 2011, "Nonparametric LAD Cointegrating Regression," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-207, Oct.
- André Barreira da Silva Rocha & Annick Laruelle & Peio Zuazo, 2012, "Replicator Dynamics and Evolutionary Stable Strategies in Heterogeneous Games," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 11/54, Jan.
- Ching Wai Chiu & Bjorn Eraker & Andrew T. Foerster & Tae Bong Kim & Hernan D. Seoane, 2011, "Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 11-11.