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Report NEP-ETS-2003-10-05
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:
- Robert-Paul Berben & W. Jos Jansen, 2003, "Comovement in international equity markets: A sectoral view," Finance, University Library of Munich, Germany, number 0310001, Oct.
- Dietmar Bauer & Martin Wagner, 2003, "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0312, Jul.
- Favero, Carlo A. & Aiolfi, Marco, 2003, "Model Uncertainty, Thick Modelling and the Predictability of Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3997, Aug.
- Canova, Fabio & Ciccarelli, Matteo, 2003, "Panel Index VAR Models: Specification, Estimation, Testing and Leading Indicators," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4033, Aug.
- Dietmar Bauer & Martin Wagner, 2003, "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0313, Jul.
- Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis, 2002, "Residual-based tests for cointegration and multiple regime shifts," NIPE Working Papers, NIPE - Universidade do Minho, number 7/2002.
- Villani, Mattias, 2003, "Bayes Estimators of the Cointegration Space," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 150, Sep.