NEP-ETS-2004-08-23

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Report NEP-ETS-2004-08-23

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.

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Other reports in NEP-ETS

The following items were anounced in this report:

Virmani Vineet, 2004. "Unit Root Tests: Results from some recent tests applied to select Indian macroeconomic variables," IIMA Working Papers 2004-02-04, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
Matthias Hagmann & Olivier Scaillet, 2004. "Local Multiplicative Bias Correction For Asymmetric Kernel Density Estimators," Royal Economic Society Annual Conference 2004 25, Royal Economic Society. [Downloadable!]
Jushan Bai & Serena Ng, 2004. "Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor," Econometrics 0408006, EconWPA. [Downloadable!]
McCausland, William, 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 09-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
John Hunter & Christos Ioannidis, 2004. "Identifying Asymmetric, m Period Euler Equations Estimated By Non-Linear IV/GMM," Royal Economic Society Annual Conference 2004 122, Royal Economic Society. [Downloadable!]
Jushan Bai & Serena Ng, 2004. "Evaluating Latent and Observed Factors in Macroeconomics and Financ," Econometrics 0408007, EconWPA. [Downloadable!]
Marius Ooms & M. Angeles Carnero & Siem Jan Koopman, 2004. "Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices," Econometric Society 2004 Australasian Meetings 158, Econometric Society. [Downloadable!]
Nicholas Taylor, 2004. "A New Econometric Model Of Index Arbitrage," Royal Economic Society Annual Conference 2004 69, Royal Economic Society. [Downloadable!]
Martin Martens & Dick van Dijk & Michiel de Pooter, 2004. "Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity," Tinbergen Institute Discussion Papers 04-067/4, Tinbergen Institute. [Downloadable!]
Muneya Matsui & Akimichi Takemura, 2004. "Some Improvements in Numerical Evaluation of Symmetric Stable Density and its Derivatives," CIRJE F-Series CIRJE-F-292, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Agnes S. Joseph & Jan F. Kiviet, 2004. "Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks," Tinbergen Institute Discussion Papers 04-056/4, Tinbergen Institute. [Downloadable!]

This page was last updated on 2009-11-29.

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