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Report NEP-ETS-2003-03-03
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:
- Imed Drine & Christophe Rault, 2002, "Does the Balassa-Samuelson Hypothesis Hold for Asian Countries? An Empirical Analysis using Panel Data Cointegration Tests," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 504, Aug.
- Ralf BRUEGGEMANN & Hans-Martin KROLZIG & Helmut LUETKEPOHL, 2002, "Comparison of Model Reduction Methods for VAR Processes," Economics Working Papers, European University Institute, number ECO2002/19.
- Tommaso PROIETTI, 2002, "Seasonal Specific Structural Time Series Models," Economics Working Papers, European University Institute, number ECO2002/10.
- Espasa, Antoni & Poncela, Pilar & Senra, Eva, 2002, "Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws020301, Jan.
- Tommaso PROIETTI, 2002, "Some Reflections on Trend-Cycle Decompositions with Correlated Components," Economics Working Papers, European University Institute, number ECO2002/23.
- Item repec:wop:calsdi:2003-02 is not listed on IDEAS anymore
- Robert W. Rich & Joseph Tracy, 2003, "Modeling uncertainty: predictive accuracy as a proxy for predictive confidence," Staff Reports, Federal Reserve Bank of New York, number 161.
- Iliyan GEORGIEV, 2002, "Functional Weak Limit Theory for Rare Outlying Events," Economics Working Papers, European University Institute, number ECO2002/22.
- Michael PEDERSEN, 2002, "Finding Evidence of Stock Market Integration Applying a CAPM or Testing for Common Stochastic Trends. Is there a Connection?," Economics Working Papers, European University Institute, number ECO2002/17.
- Laurini, M. P. & Portugal, M. S., 2003, "Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_51, Oct.
- Item repec:man:cgbcrp:0327 is not listed on IDEAS anymore
- Plamen Yossifov, 2003, "Estimation of a Money Demand Function for M2 in the U.S.A. in a Vector Error Correction Model," Macroeconomics, University Library of Munich, Germany, number 0302007, Feb.
- Item repec:wop:calsdi:2003-01 is not listed on IDEAS anymore
- Item repec:man:cgbcrp:0326 is not listed on IDEAS anymore
- Laurini, M. P. & Portugal, M. S., 2003, "Long Memory int the R$/US$ Exchange Rate: A Robust Analysis," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_50, Oct.