NEP-ETS-2005-10-04

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Report NEP-ETS-2005-10-04

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:

Michael Dueker, 2006. "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Working Papers 2005-057, Federal Reserve Bank of St. Louis. [Downloadable!]
Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research. [Downloadable!]
Item repec:tcd:wpaper:tep4 is not listed on IDEAS anymore
Bauer, Dietmar & Wagner, Martin, 2005. "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Series 174, Institute for Advanced Studies. [Downloadable!]
Wagner, Martin, 2005. "On PPP, Unit Roots and Panels," Economics Series 176, Institute for Advanced Studies. [Downloadable!]
Kunst, Robert M., 2005. "Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation," Economics Series 177, Institute for Advanced Studies. [Downloadable!]
Francesca V. Monti, 2003. "Implementing optimal control cointegrated I(1) structural VAR models," Working Paper Series 288, European Central Bank. [Downloadable!]
Claudio Morana, 2004. "A structural common factor approach to core inflation estimation and forecasting," Working Paper Series 305, European Central Bank. [Downloadable!]
Claudio Morana, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Working Paper Series 321, European Central Bank. [Downloadable!]
Gonzalo Camba-Mendez & George Kapetanios, 2004. "Estimating the rank of the spectral density matrix," Working Paper Series 349, European Central Bank. [Downloadable!]
Matthias Mohr, 2005. "A trend-cycle(-season) filter," Working Paper Series 499, European Central Bank. [Downloadable!]
Christian Dreger & Hans-Eggert Reimers, 2004. "Panel Seasonal Unit Root Test With An Application for Unemployment Data," IWH Discussion Papers 191, Halle Institute for Economic Research. [Downloadable!]

This page was last updated on 2010-1-3.

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