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Report NEP-ETS-2012-11-17
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:
- Jakub Nowotarski & Jakub Tomczyk & Rafal Weron, 2012, "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/12/06.
- Peter Tulip & Stephanie Wallace, 2012, "Estimates of Uncertainty around the RBA's Forecasts," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2012-07, Nov.
- Dimitris Korobilis, 2012, "Bayesian forecasting with highly correlated predictors," Working Papers, Business School - Economics, University of Glasgow, number 2012_12, Jul.
- Eduardo Rossi & Paolo Santucci de Magistris, 2012, "Estimation of long memory in integrated variance," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 017, Nov.
- Eduardo Rossi & Dean Fantazzini, 2012, "Long memory and Periodicity in Intraday Volatility," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 015, Nov.
- Adam McCloskey & Pierre Perron, 2012, "Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends," Working Papers, Brown University, Department of Economics, number 2012-15.
- Adam McCloskey, 2012, "Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends," Working Papers, Brown University, Department of Economics, number 2012-17.
- Item repec:hum:wpaper:sfb649dp2012-054 is not listed on IDEAS anymore
- Alessandro Giovannelli, 2012, "Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies," CEIS Research Paper, Tor Vergata University, CEIS, number 255, Nov, revised 08 Nov 2012.
- Shinichiro Shirota & Takayuki Hizu & Yasuhiro Omori, 2012, "Realized stochastic volatility with leverage and long memory," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-869, Nov.