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Report NEP-ETS-2012-07-23
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:
- Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2012, "Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2012/15, Jun.
- Pierre Perron & Gabriel Rodriguez, 2012, "Residual test for cointegration with GLS detrended data," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2012-327.
- Molchanov, Ilga & Schmutz, Michael & Stucki, Kaspar, 2012, "Invariance properties of random vectors and stochastic processes based on the zonoid concept," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws122014, Jun.
- Tomasz Wozniak, 2012, "Testing Causality Between Two Vectors in Multivariate GARCH Models," Department of Economics - Working Papers Series, The University of Melbourne, number 1139.
- Item repec:hum:wpaper:sfb649dp2012-044 is not listed on IDEAS anymore
- Giampiero M. Gallo & Edoardo Otranto, 2012, "Realized Volatility and Change of Regimes," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2012_02, Jul, revised Jul 2012.
- Oliver Grothe, 2012, "A higher order correlation unscented Kalman filter," Papers, arXiv.org, number 1207.4300, Jul.