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Report NEP-ETS-2005-07-03
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:
James H. Stock & Mark W. Watson, 2005.
"Implications of Dynamic Factor Models for VAR Analysis NBER Working Papers
11467, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) John Y. Campbell & Samuel B. Thompson, 2005.
"Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? NBER Working Papers
11468, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Ole E. Barndorff-Nielsen & Sven Erik Graversen & Jean Jacod & Neil Shephard, 2005.
"Limit theorems for bipower variation in financial econometrics OFRC Working Papers Series
2005fe09, Oxford Financial Research Centre.
[Downloadable!] Hsiang-Tai Lee & Jonathan Yoder, 2005.
"A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios Econometrics
0506009, EconWPA.
[Downloadable!] Donggyu Sul, 2005.
"New Panel Unit Root Tests under Cross Section Dependence for Practitioners Econometrics
0506010, EconWPA.
[Downloadable!] T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2004.
"Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence RePAd Working Paper Series
lrsp-TRS402, Département des sciences administratives, UQO.
[Downloadable!] Junsoo Lee & Mark C. Strazicich, 2004.
"Minimum LM Unit Root Test with One Structural Break Working Papers
04-17, Department of Economics, Appalachian State University.
[Downloadable!] This page was last updated on 2010-3-14.
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