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Report NEP-ETS-2004-08-02
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:
Bhat Ramesh & Jain Nishant, 2004.
"Time series analysis of private healthcare expenditures GDP: cointegration results with structural breaks IIMA Working Papers
2004-05-10, Indian Institute of Management Ahmedabad, Research and Publication Department.
[Downloadable!] Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos, 2004.
"A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models Working Papers
514, Queen Mary, University of London, Department of Economics.
[Downloadable!] Cheng Hsiao & M. Hashem Pesaran, 2004.
"Random Coefficient Panel Data Models CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Vince Wiggins, 2004.
"Stata graphics, under the hood United Kingdom Stata Users' Group Meetings 2004
8, Stata Users Group, revised 29 Jul 2004.
[Downloadable!] Christopher F. Baum, 2004.
"Stata: The language of choice for time series analysis? Boston College Working Papers in Economics
598, Boston College Department of Economics.
[Downloadable!] George Kapetanios, 2004.
"Testing for Exogeneity in Nonlinear Threshold Models Working Papers
515, Queen Mary, University of London, Department of Economics.
[Downloadable!] George Kapetanios, 2004.
"Nonlinear Autoregressive Models and Long Memory Working Papers
516, Queen Mary, University of London, Department of Economics.
[Downloadable!] This page was last updated on 2009-12-6.
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 .