Report NEP-ETS-2002-02-10

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Johan F. Kaashoek & Herman K. van Dijk, 1997. "A Simple Strategy to prune Neural Networks with an Application to Economic Time Series," Tinbergen Institute Discussion Papers 97-123/4, Tinbergen Institute.
• Benedikt M. Pötscher, 1999. "Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Paramet," Vienna Economics Papers 0202, University of Vienna, Department of Economics.
• Salvador BARROS & Marius BRÜLHART & Robert J.R. ELLIOTT & Marianne SENSIER, 2001. "A Tale of Two Cycles: Co-Fluctuations Between UK Regions and the Euro Zone," Cahiers de Recherches Economiques du Département d'économie 01.10, Université de Lausanne, Faculté des HEC, Département d’économie.
• Victor Zarnowitz & Ataman Ozyildirim, 2002. "Time Series Decomposition and Measurement of Business Cycles, Trends and Growth Cycles," NBER Working Papers 8736, National Bureau of Economic Research, Inc.
• Christoph Schleicher, 2002. "An Introduction to Wavelets for Economists," Staff Working Papers 02-3, Bank of Canada.
• Item repec:dgr:uvatin:20010120 is not listed on IDEAS anymore

• Konstantin A. KHOLODILIN, 2001. "Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data," LIDAM Discussion Papers IRES 2001020, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• H. Peter Boswijk & Philip Hans Franses, 2002. "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers 02-002/4, Tinbergen Institute.
• Item repec:dgr:uvatin:20010119 is not listed on IDEAS anymore

• Jan F. Kiviet & Garry D.A. Phillips, 2001. "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Tinbergen Institute Discussion Papers 01-118/4, Tinbergen Institute.
• Benedikt M. Pötscher, 2001. "Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem," Vienna Economics Papers 0203, University of Vienna, Department of Economics.
• Olivier SCAILLET, 2001. "Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels," LIDAM Discussion Papers IRES 2001017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).