Report NEP-ETS-2010-01-23

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:

• Item repec:brk:wpaper:0911 is not listed on IDEAS anymore

• Gulasekaran Rajaguru & Tilak Abeysinghe, 2009. "A Gaussian Test for Cointegration," SCAPE Policy Research Working Paper Series 0905, National University of Singapore, Department of Economics, SCAPE.
• F. Crudu, 2009. "GMM, Generalized Empirical Likelihood, and Time Series," Working Paper CRENoS 200912, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• E. Otranto, 2009. "Improving the Forecasting of Dynamic Conditional Correlation: a Volatility Dependent Approach," Working Paper CRENoS 200917, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Ardelean, Vlad, 2009. "The impacts of outliers on different estimators for GARCH processes: an empirical study," FAU Discussion Papers in Economics 06/2009, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Ingo, Klein & Christian, Köck & Fabian, Tinkl, 2009. "Spatial-serial dependency in multivariate GARCH models and dynamic copulas: a simulation study," FAU Discussion Papers in Economics 11/2009, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
• Item repec:hum:wpaper:sfb649dp2010-004 is not listed on IDEAS anymore

• Lifen An & Shaolin Ji, 2010. "Reflected Backward Stochastic Difference Equations with Finite State and their applications," Papers 1001.3054, arXiv.org, revised Dec 2012.
• Manuel S. Santos, 2010. "Consistency properties of a simulation-based estimator for dynamic processes," Papers 1001.2173, arXiv.org.
• Todd, Prono, 2010. "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper 20034, University Library of Munich, Germany.
• Todd, Prono, 2009. "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper 20032, University Library of Munich, Germany.
• Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2009. "Impact of Model Specification Decisions on Unit Root Tests," MPRA Paper 19963, University Library of Munich, Germany.