Report NEP-ETS-2006-02-05This 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:
- John W. Dawson & Mark C. Strazicich, 2006. "Time Series Tests of Income Convergence with Two Structural Breaks: An Update and Extension," Working Papers, Department of Economics, Appalachian State University 06-01, Department of Economics, Appalachian State University.
- Jaya Krishnakumar & David Neto, 2005. "Partial Cointegration," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva, Institut d'Economie et EconomÃ©trie, UniversitÃ© de GenÃ¨ve 2005.04, Institut d'Economie et Econométrie, Université de Genève, revised Aug 2006.
- Gary Koop & Roberto Leon-Gonzalez & Rodney Strachan, 2006. "Bayesian Inference in a Cointegrating Panel Data Model," Discussion Papers in Economics, Department of Economics, University of Leicester 06/2, Department of Economics, University of Leicester.
- Joseph Engelberg & Charles F. Manski & Jared Williams, 2006. "Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters," NBER Working Papers 11978, National Bureau of Economic Research, Inc.
- Item repec:pas:camaaa:2006-05 is not listed on IDEAS anymore
- Marcelo Cunha Medeiros & Felix Chan & Michael McAller, 2005. "Structure and asymptotic theory for STAR(1)-GARCH(1,1) models," Textos para discussÃ£o, Department of Economics PUC-Rio (Brazil) 506, Department of Economics PUC-Rio (Brazil).
- Roberto Basile & Sergio Destefanis & Mauro Costantini, 2005. "Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions," ERSA conference papers ersa05p171, European Regional Science Association.
- Ivan Paya & Agustín Duarte & Ioannis A. Venetis, 2005. "The Long Memory Story Of Real Interest Rates. Can It Be Supported?," Working Papers. Serie AD, Instituto Valenciano de Investigaciones EconÃ³micas, S.A. (Ivie) 2005-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Ivan Paya & David A. Peel, 2005. "The Process Followed By Ppp Data. On The Properties Of Linearity Tests," Working Papers. Serie AD, Instituto Valenciano de Investigaciones EconÃ³micas, S.A. (Ivie) 2005-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).