Report NEP-ETS-2001-12-26This 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:
- Lyhagen, Johan, 2001. "A method to generate multivariate data with moments arbitrary close to the desired moments," SSE/EFI Working Paper Series in Economics and Finance 481, Stockholm School of Economics.
- Jushan Bai & Serena Ng, 2001. "A PANIC Attack on Unit Roots and Cointegration," Boston College Working Papers in Economics 519, Boston College Department of Economics.
- Stephen Bond & Frank Windmeijer, 2001. "Projection estimators for autoregressive panel data models," CeMMAP working papers CWP06/01, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Thomas A Lubik & Frank Schorfheide, 2001. "Computing Sunspots in Linear Rational Expectations Models," Economics Working Paper Archive 456, The Johns Hopkins University,Department of Economics, revised Jun 2002.
- Jushan Bai & Serena Ng, 2001. "A New Look at Panel Testing of Stationarity and the PPP Hypothesis," Boston College Working Papers in Economics 518, Boston College Department of Economics.
- Fuchun Li & Greg Tkacz, 2001. "Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods," Staff Working Papers 01-12, Bank of Canada.
- Blix, Mårten, 1999. "Forecasting Swedish Inflation With a Markov Switching VAR," Working Paper Series 76, Sveriges Riksbank (Central Bank of Sweden).
- Fuchun Li & Greg Tkacz, 2001. "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Staff Working Papers 01-21, Bank of Canada.
- Item repec:fth:jonhop:459 is not listed on IDEAS anymore