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Report NEP-ETS-2004-06-07
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:
- Boriss Siliverstovs, 2003, "Multicointegration in US Consumption Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 382.
- Francis X. Diebold, 2004, "The Nobel Memorial Prize for Robert F. Engle," NBER Working Papers, National Bureau of Economic Research, Inc, number 10423, Apr.
- Gary Koop & Simon Potter, 2003, "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 04/16, Jan.
- Dimitris Christopoulos, 2004, "Does Stationarity Characterize Real GDP Movements? Results from Non-Linear Unit Root Tests," Macroeconomics, University Library of Munich, Germany, number 0406002, Jun.
- Albert Marcet & Morte O. Ravn, , "The HP-Filter in Cross-Country Comparisons," Studies on the Spanish Economy, FEDEA, number 100.
- Yoshua Bengio & Pascal Vincent, 2004, "Locally Weighted Full Covariance Gaussian Density Estimation," CIRANO Working Papers, CIRANO, number 2004s-29, May.
- Alessandra Iacobucci & Alain Noullez, 2004, "A Frequency Selective Filter for Short-Length Time Series," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2004-05.
- Boriss Siliverstovs & Tom Engsted & Niels Haldrup, 2003, "Long-Run Forecasting in Multicointegrated Systems," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 381.