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Report NEP-ETS-2003-02-18
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:
Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2002.
"The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting CEPR Discussion Papers
3432, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002.
"Modeling and Forecasting Realized Volatility Working Papers
02-12, Duke University, Department of Economics.
[Downloadable!] Marcellino, Massimiliano, 2002.
"Forecast Pooling for Short Time Series of Macroeconomic Variables CEPR Discussion Papers
3313, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Rossi, Barbara, 2002.
"Testing Long-horizon Predictive Ability with High Persistence, and the Meese-Rogoff Puzzle Working Papers
02-10, Duke University, Department of Economics.
[Downloadable!] This page was last updated on 2009-12-20.
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 .