Report NEP-ETS-2009-03-28

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.

Other reports in NEP-ETS

The following items were announced in this report:

• Daisuke Nagakura & Toshiaki Watanabe, 2009. "A State Space Approach to Estimating the Integrated Variance and Microstructure Noise Component," IMES Discussion Paper Series 09-E-11, Institute for Monetary and Economic Studies, Bank of Japan.
• Areosa, W.D. & McAleer, M.J. & Medeiros, M.C., 2008. "Moment-bases estimation of smooth transition regression models with endogenous variables," Econometric Institute Research Papers EI 2008-36, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Item repec:dgr:eureir:1765012552 is not listed on IDEAS anymore

• de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008. "Bayesian near-boundary analysis in basic macroeconomic time series models," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Item repec:dgr:eureir:1765012211 is not listed on IDEAS anymore

• Franses, Ph.H.B.F., 2008. "Outliers and judgemental adjustment of time series forecasts," Econometric Institute Research Papers EI 2008-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Item repec:dgr:eureir:1765014861 is not listed on IDEAS anymore

• M. Hashem Pesaran & Andreas Pick, 2009. "Forecasting Random Walks under Drift Instability," DNB Working Papers 207, Netherlands Central Bank, Research Department.
• Hubrich, Kirstin & West, Kenneth D., 2009. "Forecast evaluation of small nested model sets," Working Paper Series 1030, European Central Bank.