Report NEP-ETS-2003-11-30

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Item repec:esx:essedp:570 is not listed on IDEAS anymore

• Brendan McCabe & Stephen Leybourne & David Harris, 2003, "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics, University Library of Munich, Germany, number 0311009, Nov.
• Robert F. Engle & Giampiero M. Gallo, 2003, "A Multiple Indicators Model for Volatility Using Intra-Daily Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 10117, Nov.
• Fabian BORNHORST, 2003, "On the use of panel unit root tests on cross-sectionally dependent data: an application to PPP," Economics Working Papers, European University Institute, number ECO2003/24.
• Item repec:esx:essedp:571 is not listed on IDEAS anymore

• Harrison Hong & Jeremy C. Stein, 2003, "Simple Forecasts and Paradigm Shifts," NBER Working Papers, National Bureau of Economic Research, Inc, number 10013, Oct.
• Francis X. Diebold & Canlin Li, 2003, "Forecasting the Term Structure of Government Bond Yields," NBER Working Papers, National Bureau of Economic Research, Inc, number 10048, Oct.
• Jonathan H. Wright, 2003, "Bayesian Model Averaging and exchange rate forecasts," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 779.
• Jonathan H. Wright, 2003, "Forecasting U.S. inflation by Bayesian Model Averaging," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 780.
• Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2003, "A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 10111, Nov.
• Peter Reinhard Hansen & Asger Lunde & James M. Nason, 2003, "Choosing the best volatility models: the model confidence set approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2003-28.
• Item repec:iim:iimawp:2003-09-05 is not listed on IDEAS anymore

• Item repec:cvs:starer:02-02 is not listed on IDEAS anymore

Report NEP-ETS-2003-11-30

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: