Printed from https://ideas.repec.org/n/nep-ecm/2003-10-05.html
Report NEP-ECM-2003-10-05
This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ECM
The following items were announced in this report:
- Hansson, Jesper & Jansson, Per & Löf, Mårten, 2003, "Business Survey Data: Do They Help in Forecasting the Macro Economy?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 151, Sep.
- Item repec:cla:uclaol:272 is not listed on IDEAS anymore
- Dietmar Bauer & Martin Wagner, 2003, "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0312, Jul.
- Timmermann, Allan & Patton, Andrew, 2003, "Properties of Optimal Forecasts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4037, Aug.
- Canova, Fabio & Ciccarelli, Matteo, 2003, "Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4033, Aug.
- Peña, Daniel & Redondas, María Dolores, 2003, "Bayesian curve estimation by model averaging," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws034410, Sep.
- Brännäs, Kurt, 2003, "Temporal Aggregation of the Returns of a Stock Index Series," Umeå Economic Studies, Umeå University, Department of Economics, number 614, Sep.
- Dietmar Bauer & Martin Wagner, 2003, "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0313, Jul.
- Item repec:dgr:kubcen:200383 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200382 is not listed on IDEAS anymore
- Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2002, "Residual-based tests for cointegration and multiple regime shifts," NIPE Working Papers, NIPE - Universidade do Minho, number 7/2002.
- Villani, Mattias, 2003, "Bayes Estimators of the Cointegration Space," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 150, Sep.
- Güell, Maia & Hu, Luojia, 2003, "Estimating the Probability of Leaving Unemployment Using Uncompleted Spells from Repeated Cross-Section Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3957, Jul.
- Item repec:dgr:kubcen:200384 is not listed on IDEAS anymore