Report NEP-ETS-2008-05-31This 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:
- Luc Bauwens & Genaro Sucarrat, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," Economics Working Papers, Universidad Carlos III, Departamento de EconomÃa we081810, Universidad Carlos III, Departamento de Economía.
- Yixiao Sun & Peter C.B. Phillips, 2008. "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1661, Cowles Foundation for Research in Economics, Yale University.
- Item repec:dgr:umamet:2008014 is not listed on IDEAS anymore
- Mynbaev, Kairat, 2007. "Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips," MPRA Paper 8838, University Library of Munich, Germany, revised 23 May 2008.