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Report NEP-ETS-2008-08-14
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:
Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2008.
"A review of nonfundamentalness and identification in structural VAR models Working Paper Series
922, European Central Bank.
[Downloadable!] Jeong, Jinook & Kang, Byunguk, 2006.
"Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity MPRA Paper
9791, University Library of Munich, Germany, revised May 2008.
[Downloadable!] This page was last updated on 2009-11-8.
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