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Report NEP-ETS-2003-11-09
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:
- Edoardo Otranto, 2003, "the Multi-State Markov Switching Model," Econometrics, University Library of Munich, Germany, number 0311001, Nov.
- Cubadda, Gianluca & Omtzigt, Pieter, 2003, "Small Sample Improvements in the Statistical Analysis of Seasonally Cointegrated Systems," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03012, Oct.
- Steven Gonzalez, , "Neural Networks for Macroeconomic Forecasting: A Complementary Approach to Linear Regression Models," Working Papers-Department of Finance Canada, Department of Finance Canada, number 2000-07.
- Roberto Iannaccone & Edoardo Otranto, 2003, "Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter," Econometrics, University Library of Munich, Germany, number 0311002, Nov.
- D. Bond & M. Harrison & E.J. O'Brien, 2003, "Investigating Nonlinearity: A Note on the Implementation of Hamilton's Methodology," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 200312.