Printed from https://ideas.repec.org/n/nep-ets/2012-03-28.html
Report NEP-ETS-2012-03-28
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:
- Item repec:qmw:qmwecw:wp691 is not listed on IDEAS anymore
- Item repec:inu:caeprp:2012-003 is not listed on IDEAS anymore
- Tara M. Sinclair & H.O. Stekler & Warren Carnow, 2012, "A New Approach For Evaluating Economic Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2012-004, Mar.
- Serguey Khovansky & Zhylyevskyy, Oleksandr, 2012, "Estimating Idiosyncratic Volatility and Its Effects on a Cross-Section of Returns," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 34990, Jan.
- Mantalos, Panagiotis & Karagrigoriou, Alex, 2012, "Testing For Skewness In Ar Conditional Volatility Models For Financial Return Series," Working Papers, Örebro University, School of Business, number 2012:4, Mar.
- Márcio Laurini, 2012, "Dynamic Functional Data Analysis with Nonparametric State Space Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-01, Mar.
- Márcio Laurini, 2012, "A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models," IBMEC RJ Economics Discussion Papers, Economics Research Group, IBMEC Business School - Rio de Janeiro, number 2012-02, Mar.
- Maximo Camacho & Gabriel Perez-Quiros & Pilar Poncela, 2012, "Extracting non-linear signals from several economic indicators," Working Papers, Banco de España, number 1202, Feb.
- Katarina Juselius, 2012, "Haavelmo's Probability Approach and the Cointegrated VAR," Discussion Papers, University of Copenhagen. Department of Economics, number 12-01, Mar.
- Item repec:acb:camaaa:2012-13 is not listed on IDEAS anymore
- Stanislav Khrapov, 2011, "Pricing Central Tendency in Volatility," Working Papers, Center for Economic and Financial Research (CEFIR), number w0168, Oct.
- Kohonen, Anssi, 2012, "On detection of volatility spillovers in simultaneously open stock markets," MPRA Paper, University Library of Munich, Germany, number 37504, Mar.
- Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2012, "Prior Selection for Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8755, Jan.
- Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2012, "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8894, Mar.
- Pérez-Quirós, Gabriel & Poncela, Pilar & Camacho, Máximo, 2012, "Markov-switching dynamic factor models in real time," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8866, Feb.
- Schumacher, Christian & Marcellino, Massimiliano & Foroni, Claudia, 2012, "U-MIDAS: MIDAS regressions with unrestricted lag polynomials," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8828, Feb.
- Sibbertsen, Philipp & Willert, Juliane, 2012, "Estimating the number of mean shifts under long memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-496, Mar.
- McElroy, Tucker S & Politis, D N, 2011, "Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt0dr145dt, Sep.