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Report NEP-ETS-2004-05-02
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:
- Allan Timmermann & M. Hashem Pesaran, 2003, "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series, CESifo, number 990.
- Xibin Zhang & Maxwell L. King & Rob J. Hyndman, 2004, "Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/04, Apr.
- M. Hashem Pesaran, 2003, "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series, CESifo, number 869.
- Ioannis A. Venetis & Agustin Duarte & Ivan Paya, 2004, "The long memory story of ex post real interest rates. Can it be supported?," Econometrics, University Library of Munich, Germany, number 0404004, Apr.
- D.S. Poskitt & Jing Zhang, 2004, "Estimating Components in Finite Mixtures and Hidden Markov Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/04, Mar.