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Report NEP-ETS-2005-06-27
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:
Giovanni S.F. Bruno, 2005.
"Estimation and inference in dynamic unbalanced panel data models with a small number of individuals CESPRI Working Papers
165, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Jun 2005.
[Downloadable!] Federico M. Bandi & Peter C.B. Phillips, 2005.
"A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions Cowles Foundation Discussion Papers
1522, Cowles Foundation, Yale University.
[Downloadable!] Peter C.B. Phillips & Jun Yu, 2005.
"A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations Cowles Foundation Discussion Papers
1523, Cowles Foundation, Yale University.
[Downloadable!] DUFOUR, Jean-Marie & JOUINI, Tarek, 2005.
"Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing Cahiers de recherche
2005-12, Universite de Montreal, Departement de sciences economiques.
[Downloadable!] Atsushi Inoue & Gary Solon, 2005.
"A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models NBER Technical Working Papers
0310, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Marcelle Chauvet & James D. Hamilton, 2005.
"Dating Business Cycle Turning Points NBER Working Papers
11422, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) 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 .