Report NEP-ETS-2002-12-09This 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.
The following items were announced in this report:
- Item repec:dgr:eureir:2002295 is not listed on IDEAS anymore
- Nelson C. Mark & Donggyu Sul, 2002. "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers, National Bureau of Economic Research, Inc 0287, National Bureau of Economic Research, Inc.
- Busettti, F. & Harvey, A., 2002. "Testing for Drift in a Time Series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0237, Faculty of Economics, University of Cambridge.
- Michael J. Dueker & Charles R. Nelson, 2003. "Business cycle detrending of macroeconomic data via a latent business cycle index," Working Papers, Federal Reserve Bank of St. Louis 2002-025, Federal Reserve Bank of St. Louis.