NEP-ETS-2006-03-25

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2006-03-25

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:

Hilde C. Bjørnland & Leif Brubakk & Anne Sofie Jore, 2006. "Forecasting inflation with an uncertain output gap," Working Paper 2006/02, Norges Bank. [Downloadable!]
Luc, Bauwens & J.V.K., ROMBOUTS, 2005. "Bayesian inference for the mixed conditional heteroskedasticity model," Discussion Papers (ECON - DÃ©partement des Sciences Economiques) 2005058, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006. "Regime switching GARCH models," Discussion Papers (ECON - DÃ©partement des Sciences Economiques) 2006006, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
Luc, BAUWENS & C.M., HAFNER & J.V.K., ROMBOUTS, 2006. "Multivariate mixed normal conditional heteroskedasticity," Discussion Papers (ECON - DÃ©partement des Sciences Economiques) 2006007, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
Pesavento, Elena & Rossi, Barbara, 2006. "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Working Papers 06-03, Duke University, Department of Economics. [Downloadable!]
Ekkehart Schlicht & Johannes Ludsteck, 2006. "Variance Estimation in a Random Coefficients Model," IZA Discussion Papers 2031, Institute for the Study of Labor (IZA). [Downloadable!]
Crescenzio Gallo & Giancarlo De Stasio & Cristina Di Letizia, 2006. "Artificial Neural Networks in Financial Modelling," Quaderni DSEMS 02-2006, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia. [Downloadable!]
Item repec:una:unccee:wpwp0206 is not listed on IDEAS anymore
David F. Hendry & Kirstin Hubrich, 2006. "Forecasting economic aggregates by disaggregates," Working Paper Series 589, European Central Bank. [Downloadable!]
Anindya Banerjee & Josep Lluís, 2006. "Cointegration in panel data with breaks and cross-section dependence," Working Paper Series 591, European Central Bank. [Downloadable!]

This page was last updated on 2009-11-29.

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