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Report NEP-ETS-2002-12-09
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:
R. Paap & H.K. van Dijk, 2002.
"Bayes estimates of Markov trends in possibly cointegrated series Econometric Institute Report
295, Erasmus University Rotterdam, Econometric Institute.
[Downloadable!] Nelson C. Mark & Donggyu Sul, 2002.
"Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand NBER Technical Working Papers
0287, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Busettti, F. & Harvey, A., 2002.
"Testing for Drift in a Time Series Cambridge Working Papers in Economics
0237, Faculty of Economics, University of Cambridge.
[Downloadable!] Michael J. Dueker & Charles R. Nelson, 2003.
"Business cycle detrending of macroeconomic data via a latent business cycle index Working Papers
2002-025, Federal Reserve Bank of St. Louis.
[Downloadable!] This page was last updated on 2010-1-3.
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 .