Printed from https://ideas.repec.org/n/nep-ets/2012-12-15.html
Report NEP-ETS-2012-12-15
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:
- Karavias, Yiannis & Tzavalis, Elias, 2012, "Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks," MPRA Paper, University Library of Munich, Germany, number 43128, Jul.
- Helmut Lütkepohl, 2012, "Identifying Structural Vector Autoregressions via Changes in Volatility," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1259.
- Karavias, Yiannis & Tzavalis, Elias, 2012, "On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors," MPRA Paper, University Library of Munich, Germany, number 43131, Dec.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012, "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1227, DOI: 10.26509/frbc-wp-201227.