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Report NEP-ETS-2006-01-01
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:
Gengenbach,Christian & Palm,Franz C. & Urbain,Jean-Pierre, 2005.
"Panel Cointegration Testing in the Presence of Common Factors Research Memoranda
050, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!] Juan Francisco Rubio-RamÃrez & Daniel Waggoner & Tao Zha, 2005.
"Markov-switching structural vector autoregressions: theory and application Working Paper
2005-27, Federal Reserve Bank of Atlanta.
[Downloadable!] Arturo Estrella & Anthony P. Rodrigues, 2005.
"One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory Staff Reports
232, Federal Reserve Bank of New York.
[Downloadable!] Ahlgren, Niklas & Nyblom, Jukka, 2005.
"Tests Against Stationary and Explosive Alternatives in Vector Autoregressive Models Working Papers
511, Hanken School of Economics.
Stefan De Wachter & Richard D.F. Harris & Elias Tzavalis, 2005.
"Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension Working Papers
550, Queen Mary, University of London, Department of Economics.
[Downloadable!] George Kapetanios, 2005.
"A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets Working Papers
551, Queen Mary, University of London, Department of Economics.
[Downloadable!] Tony Guida & Olivier Matringe, 2005.
"Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities Finance
0512021, EconWPA.
[Downloadable!] This page was last updated on 2009-12-13.
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 .