Report NEP-ETS-2008-06-07This 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:
- Marco Del Negro & Christopher Otrok, 2008. "Dynamic factor models with time-varying parameters: measuring changes in international business cycles," Staff Reports, Federal Reserve Bank of New York 326, Federal Reserve Bank of New York.
- Jan J. J. Groen & George Kapetanios, 2008. "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports, Federal Reserve Bank of New York 327, Federal Reserve Bank of New York.
- Hammad Qureshi, 2008. "Explosive Roots in Level Vector Autoregressive Models," Working Papers, Ohio State University, Department of Economics 08-02, Ohio State University, Department of Economics.
- 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.