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Report NEP-ETS-2012-06-05
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:
- Amel Bentata & Rama Cont, 2012, "Short-time asymptotics for marginal distributions of semimartingales," Working Papers, HAL, number hal-00667112.
- Item repec:dgr:uvatin:20120055 is not listed on IDEAS anymore
- Item repec:aue:wpaper:1214 is not listed on IDEAS anymore
- Ramirez, Octavio A., 2012, "Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association, number 123470, DOI: 10.22004/ag.econ.123470.
- Chan, Joshua C.C. & Koop, Gary, 2011, "Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-22.
- Jochmann, Markus & Koop, Gary, 2011, "Regime-Switching Cointegration," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-36.
- Bauwens, Luc & Korobilis, Dimitris & Koop, Gary & Rombouts, Jeroen V.K., 2011, "A Comparison Of Forecasting Procedures For Macroeconomic Series: The Contribution Of Structural Break Models," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-25.
- Cerrato, Mario & de Peretti, Christian & Larsson, Rolf & Sarantis, Nicholas, 2011, "A Nonlinear Panel Unit Root Test under Cross Section Dependence," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-30.
- Koop, Gary, 2011, "Forecasting with Medium and Large Bayesian VARs," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-38.