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Report NEP-ETS-2012-05-08
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Juan Carlos Cuestas & Luis A. Gil-Alana, 2012, "A Non-Linear Approach with Long Range Dependence Based on Chebyshev Polynomials," Working Papers, The University of Sheffield, Department of Economics, number 2012013.
- Juan Carlos Cuestas & Javier Ordóñez, 2012, "Smooth Transitions, Asymmetric Adjustment and Unit Roots," Working Papers, The University of Sheffield, Department of Economics, number 2012012.
- Otavio Ribeiro de Medeiros and Vitor Leone, 2012, "Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2012/02, Apr.
- Li, Dao & He, Changli, 2012, "Testing Common Nonlinear Features in Nonlinear Vector Autoregressive Models," Working Papers, Örebro University, School of Business, number 2012:7, Feb.
- Li, Dao & He, Changli, 2012, "Testing for Linear Cointegration Against Smooth-Transition Cointegration," Working Papers, Örebro University, School of Business, number 2012:6, Feb.
- Gian Piero Aielli, 2011, "Dynamic Conditional Correlation: On properties and estimation," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0142, Nov.
- Luis Fernando Melo & Rub�n Albeiro Loaiza Maya, 2012, "Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case," Borradores de Economia, Banco de la Republica, number 9511, Apr.
- Sujin Park & Oliver Linton, 2012, "Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise," FMG Discussion Papers, Financial Markets Group, number dp703, Apr.
- Item repec:hum:wpaper:sfb649dp2012-031 is not listed on IDEAS anymore
- Qian, Hang, 2012, "A Flexible State Space Model and its Applications," MPRA Paper, University Library of Munich, Germany, number 38455, Apr.
- Bai, Jushan & Wang, Peng, 2012, "Identification and estimation of dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 38434, Apr.
- Chambers, Marcus J. & Kyriacou, Maria, 2012, "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper, University Library of Munich, Germany, number 38255, Feb.