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Report NEP-ETS-2012-09-16
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:
- Jiti Gao & Dag Tjøstheim & Jiying Yin, 2012, "Model Specification between Parametric and Nonparametric Cointegration," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/12.
- Degui Li & Oliver Linton & Zudi Lu, 2012, "A Flexible Semiparametric Model for Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/12.
- Item repec:dgr:umamet:2012021 is not listed on IDEAS anymore
- Frank Schorfheide & Dongho Song, 2012, "Real-time forecasting with a mixed-frequency VAR," Working Papers, Federal Reserve Bank of Minneapolis, number 701.
- Zhipeng Liao & Peter C.B. Phillips, 2012, "Automated Estimation of Vector Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1873, Sep.
- Peter C.B. Phillips & Zhipeng Liao, 2012, "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1871, Sep.
- Ioannis Kasparis & Peter C.B. Phillips & Tassos Magdalinos, 2012, "Non-linearity Induced Weak Instrumentation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1872, Sep.
- Jerzy P. Rydlewski & Ma{l}gorzata Snarska, 2012, "On Geometric Ergodicity of Skewed - SVCHARME models," Papers, arXiv.org, number 1209.1544, Sep.