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Report NEP-ETS-2001-12-26
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 or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Lyhagen, Johan, 2001.
"A method to generate multivariate data with moments arbitrary close to the desired moments Working Paper Series in Economics and Finance
481, Stockholm School of Economics.
[Downloadable!] Jushan Bai & Serena Ng, 2001.
"A PANIC Attack on Unit Roots and Cointegration Boston College Working Papers in Economics
519, Boston College Department of Economics.
[Downloadable!] Steve Bond & Frank Windmeijer, 2001.
"Projection estimators for autoregressive panel data models CeMMAP working papers
CWP06/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!] Item repec:fth:jonhop:456 is not listed on IDEAS anymore
Jushan Bai & Serena Ng, 2001.
"A New Look at Panel Testing of Stationarity and the PPP Hypothesis Boston College Working Papers in Economics
518, Boston College Department of Economics.
[Downloadable!] Fuchun Li & Greg Tkacz, 2001.
"Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods Working Papers
01-12, Bank of Canada.
[Downloadable!] Blix, Mårten, 1999.
"Forecasting Swedish Inflation With a Markov Switching VAR Working Paper Series
76, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Fuchun Li & Greg Tkacz, 2001.
"A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data Working Papers
01-21, Bank of Canada.
[Downloadable!] Item repec:fth:jonhop:459 is not listed on IDEAS anymore
This page was last updated on 2009-12-13.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .