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Report NEP-ETS-2008-06-07
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:
Marco Del Negro & Christopher Otrok, 2008.
"Dynamic factor models with time-varying parameters: measuring changes in international business cycles ,"
Staff Reports
326, Federal Reserve Bank of New York.
[Downloadable!] Jan J. J. Groen & George Kapetanios, 2008.
"Revisiting useful approaches to data-rich macroeconomic forecasting ,"
Staff Reports
327, Federal Reserve Bank of New York.
[Downloadable!] Hammad Qureshi, 2008.
"Explosive Roots in Level Vector Autoregressive Models ,"
Working Papers
08-02, Ohio State University, Department of Economics.
[Downloadable!] Luati, Alessandra & Proietti, Tommaso, 2008.
"On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing ,"
MPRA Paper
8910, University Library of Munich, Germany.
[Downloadable!] This page was last updated on 2009-11-29.
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 .