Report NEP-ETS-2012-02-27This 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.
The following items were announced in this report:
- Item repec:hal:wpaper:hal-00670649 is not listed on IDEAS anymore
- Pablo Pincheira, 2012. "Are Forecast Combinations Efficient?," Working Papers Central Bank of Chile 661, Central Bank of Chile.
- James Mitchell & George Kapetanios & Yongcheol Shin, 2012. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," Discussion Papers in Economics 12/01, Department of Economics, University of Leicester.
- Foroni, Claudia & Marcellino, Massimiliano & Schumacher, Christian, 2011. "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," Discussion Paper Series 1: Economic Studies 2011,35, Deutsche Bundesbank, Research Centre.
- Alonso Fernández, Andrés Modesto & Maharaj, Elizabeth Ann, 2012. "Discriminant analysis of multivariate time series using wavelets," DES - Working Papers. Statistics and Econometrics. WS ws120603, Universidad Carlos III de Madrid. Departamento de Estadística.
- Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3044/ is not listed on IDEAS anymore
- Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3045/ is not listed on IDEAS anymore
- Item repec:ner:toulou:http://neeo.univ-tlse1.fr/3043/ is not listed on IDEAS anymore
- Dominique Guegan & Zhiping Lu & BeiJia Zhu, 2012. "Comparaison of several estimation procedures for long term behavior," Documents de travail du Centre d'Economie de la Sorbonne 12008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Xiaohong Chen & Zhipeng Liao & Yixiao Sun, 2012. "Sieve Inference on Semi-nonparametric Time Series Models," Cowles Foundation Discussion Papers 1849, Cowles Foundation for Research in Economics, Yale University.
- Johanna Kappus, 2012. "Nonparametric adaptive estimation of linear functionals for low frequency observed LÃ©vy processes," SFB 649 Discussion Papers SFB649DP2012-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.