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Report NEP-ETS-2003-12-07
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:
- Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Specification Tests for Diffusion Processes," Departmental Working Papers, Rutgers University, Department of Economics, number 200321, Oct.
- Broto, Carmen & Ruiz Ortega, Esther, 2003, "Unobserved component models with asymmetric conditional variances," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws032003, Nov.
- Michael D. Bordo & Thomas Helbling, 2003, "Have National Business Cycles Become More Synchronized?," NBER Working Papers, National Bureau of Economic Research, Inc, number 10130, Dec.
- Item repec:dgr:eureri:3000339 is not listed on IDEAS anymore
- Valentina Corradi & Norman Swanson, 2003, "Some Recent Developments in Predictive Accuracy Testing With Nested Models and (Generic) Nonlinear Alternatives," Departmental Working Papers, Rutgers University, Department of Economics, number 200316, Oct.
- Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003, "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers, Rutgers University, Department of Economics, number 200309, Oct.
- Rodríguez, Julio & Ruiz Ortega, Esther, 2003, "A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws036716, Nov.
- Valentina Corradi & Norman R. Swanson, 2003, "The Effect of Data Transformation on Common Cycle, Cointegration and Unit Root Tests: Monte Carlo Results and a Simple Test," Departmental Working Papers, Rutgers University, Department of Economics, number 200322, Oct.
- Item repec:dgr:eureri:3000337 is not listed on IDEAS anymore
- Hannes Leeb & Benedikt M. Potscher, 2003, "Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1444, Nov.
- Valentina Corradi & Norman R. Swanson, 2003, "Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification," Departmental Working Papers, Rutgers University, Department of Economics, number 200311, Oct.
- Valentina Corradi & Norman Swanson, 2003, "The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation," Departmental Working Papers, Rutgers University, Department of Economics, number 200313, Oct.
- Lance J. Bachmeier & Norman R. Swanson, 2003, "Predicting Inflation: Does The Quantity Theory Help?," Departmental Working Papers, Rutgers University, Department of Economics, number 200317, Oct.