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Report NEP-ETS-2001-05-02
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, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Marcelo Cunha Medeiros & Álvaro Veiga & Carlos Eduardo Pedreira, 2000, "Modelling exchange rates: smooth transitions, neural networks, and linear models," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 432, Nov.
- George Hall and John Rust, Yale University, 2001, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 274, Apr.
- Neil R. Ericsson, 2001, "Forecast uncertainty in economic modeling," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 697.
- Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001, "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001, Society for Computational Economics, number 36, Apr.
- Esben Hoeg, 2001, "Estimation of Diffusions using Wavelet scaling methods," Computing in Economics and Finance 2001, Society for Computational Economics, number 255, Apr.
- Neil R. Ericsson, 2000, "Predictable uncertainty in economic forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 695.
- Hans-Martin Krolzig, 2001, "General--to--Specific Reductions of Vector Autoregressive Processes," Computing in Economics and Finance 2001, Society for Computational Economics, number 164, Apr.
- J. Durbin and S.J. Koopman, 2001, "An efficient and simple simulation smoother for state space time series analysis," Computing in Economics and Finance 2001, Society for Computational Economics, number 52, Apr.
- Romulo Chumacero, 2001, "Testing For Unit Roots Using Economics," Computing in Economics and Finance 2001, Society for Computational Economics, number 2, Apr.