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