Report NEP-ETS-2010-04-11This 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:
- Item repec:stn:sotoec:1007 is not listed on IDEAS anymore
- Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 557, The Johns Hopkins University,Department of Economics.
- Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2010. "Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics 10/04, University of Nottingham, Granger Centre for Time Series Econometrics.
- Arvid Raknerud & Øivind Skare, 2010. "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers, Research Department of Statistics Norway 614, Research Department of Statistics Norway.
- Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper Series, The Rimini Centre for Economic Analysis 04_10, The Rimini Centre for Economic Analysis.
- Hendry, David F. & Hubrich, Kirstin, 2010. "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series, European Central Bank 1155, European Central Bank.