Report NEP-ETS-2008-11-04

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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The following items were announced in this report:

• Item repec:hal:paris1:halshs-00235179_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00235448_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00185369_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00277379_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00270719_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00261514_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00259193_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:hal-00287463_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00270708_v1 is not listed on IDEAS anymore

• Item repec:hal:paris1:halshs-00275767_v1 is not listed on IDEAS anymore

• M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2008. "Estimating and Forecasting GARCH Volatility in the Presence of Outiers," Working Papers. Serie AD 2008-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Morten Ø. Nielsen, 2008. "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Working Paper 1185, Economics Department, Queen's University.
• Edward S. Knotek & Stephen J. Terry, 2008. "Markov-chain approximations of vector autoregressions: application of general multivariate-normal integration techniques," Research Working Paper RWP 08-02, Federal Reserve Bank of Kansas City.
• Nii Ayi Armah & Norman R. Swanson, 2008. "Seeing inside the black box: Using diffusion index methodology to construct factor proxies in large scale macroeconomic time series environments," Working Papers 08-25, Federal Reserve Bank of Philadelphia.
• Todd E. Clark & Michael W. McCracken, 2008. "Combining forecasts from nested models," Working Papers 2008-037, Federal Reserve Bank of St. Louis.
• Puigvert Gutiérrez, Josep Maria & Fortiana Gregori, Josep, 2008. "Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm," Working Paper Series 0948, European Central Bank.
• Mestre, Ricardo & McAdam, Peter, 2008. "Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts," Working Paper Series 0950, European Central Bank.