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Report NEP-ETS-2006-11-12
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.Subscribe to this report Other reports in NEP-ETS
The following items were anounced in this report:
Juarez, Miguel A. & Steel, Mark F. J., 2006.
"Non-Gaussian dynamic Bayesian modelling for panel data MPRA Paper
450, University Library of Munich, Germany.
[Downloadable!] Liew, Venus Khim-Sen & Lau, Sie-Hoe & Ling, Siew-Eng, 2005.
"A complementary test for ADF test with an application to the exchange rates returns MPRA Paper
518, University Library of Munich, Germany.
[Downloadable!] Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006.
"Economic and Financial Crises and the Predictability of U.S. Stock Returns MPRA Paper
561, University Library of Munich, Germany, revised Apr 2007.
[Downloadable!] Hartmann, Daniel & Pierdzioch, Christian, 2006.
"International Equity Flows and the Predictability of U.S. Stock Returns MPRA Paper
562, University Library of Munich, Germany, revised Apr 2006.
[Downloadable!] Gluschenko, Konstantin, 2004.
"Nonlinearly testing for a unit root in the presence of a break in the mean MPRA Paper
678, University Library of Munich, Germany, revised Sep 2005.
[Downloadable!] Item repec:pra:mprapa:758 is not listed on IDEAS anymore
This page was last updated on 2008-7-20.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .