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Report NEP-ETS-2002-10-18
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:
- George Hall & John Rust, 2002, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1376, Jul.
- Todd E. Clark & Michael W. McCracken, 2002, "Forecast-based model selection in the presence of structural breaks," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 02-05.
- Item repec:dgr:eureir:2002288 is not listed on IDEAS anymore
- Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1375, Jun.
- Helle Sørensen, 2002, "Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: a Survey," Discussion Papers, University of Copenhagen. Department of Economics, number 02-08, Aug.
- Chang-Jin Kim & James Morley & Jeremy M. Piger, 2003, "Nonlinearity and the permanent effects of recessions," Working Papers, Federal Reserve Bank of St. Louis, number 2002-014, DOI: 10.20955/wp.2002.014.
- Donald W.K. Andrews & Offer Lieberman, 2002, "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1378, Aug.
- Jeffrey M. Wooldridge, 2002, "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/02, Jun.