NEP-ETS-2007-09-30

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2007-09-30

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:

Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
Joanne S. Ercolani, 2007. "Cyclical Trends in Continuous Time Models," Discussion Papers 07-13, Department of Economics, University of Birmingham. [Downloadable!]
Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics 667, Boston College Department of Economics, revised 05 Sep 2007. [Downloadable!]
Pesaran, M.H. & Assenmacher-Wesche, K., 2007. "Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows," Cambridge Working Papers in Economics 0746, Faculty of Economics, University of Cambridge. [Downloadable!]
Fabio Nieto & Eliana González, 2005. "A Note onTesting for Unit Roots in the Unobservable Trend Component of a Structural Model," Revista Colombiana de Estadística, REVISTA COLOMBIANA DE ESTADISTICA. [Downloadable!]
Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2007. "Theory and inference for a Markov switching GARCH model," UniversitÃ© catholique de Louvain, DÃ©partement des Sciences Economiques Working Paper 2007033, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
Patrick Richard, 2007. "GLS Bias Correction for Low Order ARMA models," Cahiers de recherche 07-19, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]

This page was last updated on 2008-10-5.

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