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Report NEP-ETS-2003-01-27
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:
- John C. Robertson & Ellis W. Tallman & Charles H. Whiteman, 2002, "Forecasting using relative entropy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-22.
- Ulrich K. Müller, 2002, "Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-26, Nov.
- Pesaran, H.M. & Timmermann, A., 2003, "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0306, Jan.
- Eric Hillebrand, 2003, "Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models," Econometrics, University Library of Munich, Germany, number 0301003, Jan.
- David Aadland, 2002, "Detrending Time-Aggregated Data," Macroeconomics, University Library of Munich, Germany, number 0301007, Nov.
- Marcelle Chauvet & Jeremy M. Piger, 2002, "Identifying business cycle turning points in real time," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2002-27.