NEP-ETS-2007-06-30

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2007-06-30

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:

Yunus Aksoy & Miguel A. León-Ledesma, 2007. "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance 0710, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia, 2007. "Bayesian VARs with Large Panels," CEPR Discussion Papers 6326, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Christophe Hurlin, 2007. "What would Nelson and Plosser find had they used panel unit root tests?," Pre- and Post-Print documents halshs-00156685_v1, HAL. [Downloadable!]
Item repec:hal:papers:halshs-00156688_v1 is not listed on IDEAS anymore
Marzo, Massimiliano & Zagaglia, Paolo, 2007. "Volatility forecasting for crude oil futures," Research Papers in Economics 2007:9, Stockholm University, Department of Economics. [Downloadable!]
Marzo, Massimiliano & Zagaglia, Paolo, 2007. "Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets," Research Papers in Economics 2007:11, Stockholm University, Department of Economics. [Downloadable!]
John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics. [Downloadable!]
Jennifer Chan & Boris Choy & Udi Makov, 2007. "Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution," Research Paper Series 196, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
Carla Ysusi, 2006. "Detecting Jumps in High-Frequency Financial Series Using Multipower Variation," Working Papers 2006-10, Banco de México. [Downloadable!]
Antonio E. Noriega & Daniel Ventosa-Santaulària, 2006. "Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks," Working Papers 2006-12, Banco de México. [Downloadable!]
Item repec:bdm:wpaper:2006-13 is not listed on IDEAS anymore

This page was last updated on 2008-7-20.

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