NEP-ETS-2006-08-12

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2006-08-12

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:

Elena Pesavento, 2006. "Near-Optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size," Emory Economics 0606, Department of Economics, Emory University (Atlanta). [Downloadable!]
Hiroaki Chigira & Taku Yamamoto, 2006. "A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples," Hi-Stat Discussion Paper Series d06-177, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
In Choi & Timothy K. Chue, 2006. "Subsampling-Based Tests of Stock-Return Predictability," Hi-Stat Discussion Paper Series d06-178, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
Thomas Flavin & Ekaterini Panopoulou, 2006. "International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility," The Institute for International Integration Studies Discussion Paper Series iiisdp167, IIIS. [Downloadable!]
George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute for the Study of Labor (IZA). [Downloadable!]
Niels Framroze Møller, 2006. "Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model: Some Illustrative Examples," Discussion Papers 06-15, University of Copenhagen. Department of Economics. [Downloadable!]
Ralph D. Snyder & Anne B. Koehler, 2006. "Incorporating a Tracking Signal into State Space Models for Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 16/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
Robert Dixon & David Shepherd, 2006. "The Cyclical Dynamics and Volatility of Australian Output and Employment," Department of Economics - Working Papers Series 968, The University of Melbourne. [Downloadable!]

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

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