Report NEP-ETS-2011-05-14

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:

• BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen V. K., 2011. "A comparison of forecasting procedures for macroeconomic series: the contribution of structural break models," LIDAM Discussion Papers CORE 2011003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• BOUEZMARNI, Taoufik & VAN BELLEGEM, Sébastien, 2011. "Nonparametric Beta kernel estimator for long memory time series," LIDAM Discussion Papers CORE 2011004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Wolfgang Polasek, 2011. "MCMC Estimation of Extended Hodrick-Prescott (HP) Filtering Models," Working Paper series 25_11, Rimini Centre for Economic Analysis.
• Gentle, James E. & Härdle, Wolfgang Karl & Mori, Yuichi, 2011. "How computational statistics became the backbone of modern data science," SFB 649 Discussion Papers 2011-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.