Report NEP-ETS-2003-07-13

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:

• Chafik Bouhaddioui & Roch Roy, 2003, "On the Distribution of the Residual Cross-Correlations between Two Uncorrelated Infinite Order Vector Autoregressive Series," CIRANO Working Papers, CIRANO, number 2003s-41, Jun.
• Timmermann, Allan & Elliott, Graham & Komunjer, Ivana, 2003, "Estimating Loss Function Parameters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3821, Mar.
• Centoni, Marco & Cubadda, Gianluca & Hecq, Alain, 2003, "Common Shocks, Common Dynamics, and the International Business Cycle," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03007, Jul.
• Item repec:qmw:qmwecw:wp494 is not listed on IDEAS anymore

• Item repec:dgr:eureir:2003323 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp495 is not listed on IDEAS anymore

• Jean Boivin & Serena Ng, 2003, "Are More Data Always Better for Factor Analysis?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9829, Jul.
• Kilian, Lutz & Inoue, Atsushi, 2003, "On the Selection of Forecasting Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3809, Mar.
• Jönsson, Kristian, 2003, "Cross-sectional dependency and size distortion in a small-sample homogeneous panel-data unit root test," Working Papers, Lund University, Department of Economics, number 2003:10, Jul.
• Casten TRENKLER, 2003, "A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms," Economics Working Papers, European University Institute, number ECO2003/07.
• Weber, Martin & Glaser, Markus & Langer, Thomas, 2003, "On the Trend Recognition and Forecasting Ability of Professional Traders," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3904, May.
• Item repec:dgr:eureir:2003325 is not listed on IDEAS anymore

• Item repec:qmw:qmwecw:wp496 is not listed on IDEAS anymore

• Luis Eduardo Arango, 1998, "Some Univariate Time Series Properties of Output," Borradores de Economia, Banco de la Republica de Colombia, number 100, Aug, DOI: 10.32468/be.100.

Report NEP-ETS-2003-07-13

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: