Report NEP-ETS-2014-04-18

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:

• Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris, 2014, "Forecasting with the Standardized Self-Perturbed Kalman Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-12, Apr.
• Maciej Kostrzewski, 2014, "Bayesian DEJD model and detection of asymmetric jumps," Papers, arXiv.org, number 1404.2050, Apr.
• Liudas Giraitis & George Kapetanios & Simon Price, 2014, "Adaptive forecasting in the presence of recent and ongoing structural change," Bank of England working papers, Bank of England, number 490, Mar.
• Nicholas Fawcett & George Kapetanios & James Mitchell & Simon Price, 2014, "Generalised density forecast combinations," Bank of England working papers, Bank of England, number 492, Mar.
• John W. Galbraith & Liam Cheung, 2013, "Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model," CIRANO Working Papers, CIRANO, number 2013s-19, Jul.
• Mardi Dungey & Jan P.A.M. Jacobs & Jing Jian & Simon van Norden, 2013, "Trend-Cycle Decomposition: Implications from an Exact Structural Identification," CIRANO Working Papers, CIRANO, number 2013s-23, Jul.
• Jean-Marie Dufour & Lynda Khalaf & Marcel Voia, 2013, "Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability," CIRANO Working Papers, CIRANO, number 2013s-40, Oct.
• Preinerstorfer, David & Pötscher, Benedikt M., 2014, "On the Power of Invariant Tests for Hypotheses on a Covariance Matrix," MPRA Paper, University Library of Munich, Germany, number 55059, Mar.
• Jin, Xin & Maheu, John M, 2014, "Modeling Covariance Breakdowns in Multivariate GARCH," MPRA Paper, University Library of Munich, Germany, number 55243, Apr.
• Item repec:qmw:qmwecw:wp713 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp714 is not listed on IDEAS anymore

Report NEP-ETS-2014-04-18

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: