Report NEP-ETS-2012-02-08

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Matt P. Dziubinski, 2012. "Conditionally-uniform Feasible Grid Search Algorithm," CREATES Research Papers 2012-03, Department of Economics and Business Economics, Aarhus University.
• Tara M. Sinclair, 2012. "Forecasting Data Vintages," Working Papers 2012-001, The George Washington University, The Center for Economic Research.
• Item repec:ehu:biltok:5503 is not listed on IDEAS anymore

• Item repec:ehu:biltok:5568 is not listed on IDEAS anymore

• Jozef Barunik & Ladislav Kristoufek, 2012. "On Hurst exponent estimation under heavy-tailed distributions," Papers 1201.4786, arXiv.org.
• Jozef Barunik & Lukas Vacha, 2012. "Monte Carlo-based tail exponent estimator," Papers 1201.4781, arXiv.org.
• Leonidas Sandoval Junior, 2012. "To lag or not to lag? How to compare indices of stock markets that operate at different times," Papers 1201.4586, arXiv.org, revised Jul 2013.