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Report NEP-ETS-2004-03-28
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:
- Rossi, Barbara & Pesavento, Elena, 2003, "Small Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons," Working Papers, Duke University, Department of Economics, number 03-19.
- Oscar Jorda, 2004, "Model-Free Impulse Responses," Macroeconomics, University Library of Munich, Germany, number 0403016, Mar.
- Item repec:dgr:umamet:2004007 is not listed on IDEAS anymore
- Boris Siliverstovs & Tom Engsted & Niels Haldrup, , "Long-run forecasting in multicointegrated systems," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-15.
- Nielsen, Morten Oe., , "Local Empirical Spectral Measure of Multivariate Processes with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-16.
- Nielsen, Morten Oe., , "Semiparametric Estimation in Time Series Regression with Long Range Dependence," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-17.
- Nielsen, Morten Oe., , "Multivariate Lagrange Multiplier Tests for Fractional Integration," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-18.