Report NEP-ETS-2012-12-22

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Kleiber, Christian, 2012, "The Generalized Lognormal Distribution and the Stieltjes Moment Problem," Working papers, Faculty of Business and Economics - University of Basel, number 2012/15.
• Neil R. Ericsson & Erica L. Reisman, 2012, "Evaluating a global vector autoregression for forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1056.
• Xu Cheng & Bruce E. Hansen, 2012, "Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-046, Oct.
• Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2012, "Endogenous crisis dating and contagion using smooth transition structural GARCH," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 15030, Aug, revised 29 Aug 2012.