Report NEP-ETS-2003-04-21This 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:att:eurcbw:2002198 is not listed on IDEAS anymore
- Item repec:dgr:eureir:2003318 is not listed on IDEAS anymore
- Yann Schorderet, 2003. "Asymmetric Cointegration," Research Papers by the Department of Economics, University of Geneva 2003.01, Département des Sciences Économiques, Université de Genève.
- Olivier Basdevant, 2003. "On applications of state-space modelling in macroeconomics," Reserve Bank of New Zealand Discussion Paper Series DP2003/02, Reserve Bank of New Zealand.
- Rob J. Hyndman & Muhammad Akram & Blyth Archibald, 2003. "Invertibility Conditions for Exponential Smoothing Models," Monash Econometrics and Business Statistics Working Papers 3/03, Monash University, Department of Econometrics and Business Statistics.
- B.P.M. McCabe & G.M. Martin, 2003. "Coherent Predictions of Low Count Time Series," Monash Econometrics and Business Statistics Working Papers 8/03, Monash University, Department of Econometrics and Business Statistics.
- Peter Hansen, 2002. "On the Estimation of Reduced Rank Regressions," Working Papers 2002-08, Brown University, Department of Economics.
- Peter Hansen, 2002. "Generalized Reduced Rank Regression," Working Papers 2002-02, Brown University, Department of Economics.