Report NEP-ETS-2006-01-29This 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.
The following items were announced in this report:
- Gilbert, Paul D. & Meijer, Erik, 2005. "Time Series Factor Analysis with an Application to Measuring Money," Research Report 05F10, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- George Kapetanios & Zacharias Psaradakis, 2006. "Sieve Bootstrap for Strongly Dependent Stationary Processes," Working Papers, Queen Mary, University of London, School of Economics and Finance 552, Queen Mary, University of London, School of Economics and Finance.