Report NEP-ETS-2006-08-12This 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:
- Elena Pesavento, 2006. "Near-optimal Unit Root Test with Stationary Covariate with Better Finite Sample Size," Emory Economics, Department of Economics, Emory University (Atlanta) 0606, Department of Economics, Emory University (Atlanta).
- Hiroaki Chigira & Taku Yamamoto, 2006. "A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d06-177, Institute of Economic Research, Hitotsubashi University.
- In Choi & Timothy K. Chue, 2006. "Subsampling-Based Tests of Stock-Return Predictability," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d06-178, Institute of Economic Research, Hitotsubashi University.
- 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, IIIS iiisdp167, IIIS.
- Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute for the Study of Labor (IZA).
- Niels Framroze Møller, 2006. "Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model: Some Illustrative Examples," Discussion Papers, University of Copenhagen. Department of Economics 06-15, University of Copenhagen. Department of Economics.
- 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, Monash University, Department of Econometrics and Business Statistics 16/06, Monash University, Department of Econometrics and Business Statistics.
- Robert Dixon & David Shepherd, 2006. "The Cyclical Dynamics and Volatility of Australian Output and Employment," Department of Economics - Working Papers Series, The University of Melbourne 968, The University of Melbourne.