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Report NEP-ETS-2005-01-09
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:
Gary M. Koop & Simon M. Potter, 2004.
"Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points Discussion Papers in Economics
04/31, Department of Economics, University of Leicester.
[Downloadable!] Dufourt, 2005.
"Dynamic General Equilibrium Models and the Beveridge-Nelson Facts Macroeconomics
0501003, EconWPA.
[Downloadable!] Denis Larocque & Michel Normandin, 2004.
"Econometric Inference, Cyclical Fluctuations, and Superior Information Cahiers de recherche
0434, CIRPEE.
[Downloadable!] Gultekin Isiklar, 2005.
"Structural VAR identification in asset markets using short-run market inefficiencies Econometrics
0501001, EconWPA, revised 02 Jan 2005.
[Downloadable!] This page was last updated on 2009-11-15.
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 .