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Report NEP-ETS-2007-12-15
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: email or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Chudik , A. & Pesaran, M.H., 2007.
"Infinite Dimensional VARs and Factor Models ,"
Cambridge Working Papers in Economics
0757, Faculty of Economics, University of Cambridge.
[Downloadable!] Cizek, P., 2007.
"Efficient Robust Estimation of Time-Series Regression Models ,"
Discussion Paper
2007-95, Tilburg University, Center for Economic Research.
[Downloadable!] Chevillon, Guillaume, 2007.
"Inference in the Presence of Stochastic and Deterministic Trends ,"
ESSEC Working Papers
DR 07021, ESSEC Research Center, ESSEC Business School.
[Downloadable!] Enzo Weber, 2007.
"Correlation vs. Causality in Stock Market Comovement ,"
SFB 649 Discussion Papers
SFB649DP2007-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] This page was last updated on 2008-10-12.
This information is provided to you by 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 .