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Report NEP-ETS-2012-04-23
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:
- José Casals & Sonia Sotoca & Miguel Jerez, 2012, "Minimally Conditioned Likelihood for a Nonstationary State Space Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2012-04.
- Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan, 2012, "Is there an optimal forecast combination? A stochastic dominance approach applied to the forecast combination puzzle," Working Papers, University of Guelph, Department of Economics and Finance, number 1206.
- Item repec:dgr:umamet:2012018 is not listed on IDEAS anymore
- David E. Giles, 2012, "Constructing Confidence Bands for the Hodrick-Prescott Filter," Econometrics Working Papers, Department of Economics, University of Victoria, number 1202, Apr.
- Fabio Bellini & Franco Pellerey & Carlo Sgarra & Salimeh Yasaei Sekeh, 2012, "Comparison results for Garch processes," Papers, arXiv.org, number 1204.3786, Apr.
- Jordi Camprodon & Josep Perell'o, 2012, "Maximum likelihood approach for several stochastic volatility models," Papers, arXiv.org, number 1204.3556, Apr, revised Jul 2012.