Report NEP-ETS-2004-06-13

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:

• Jönsson, Kristian, 2004, "Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated," Working Papers, Lund University, Department of Economics, number 2004:17, Jun, revised 26 Nov 2004.
• Oscar Bajo-Rubio & Mª Carmen Díaz Roldán & Vicente Esteve, 2004, "Change of regime and Phillips curve stability:The case of Spain, 1964-2002," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/52.
• Matthias HAGMANN & Olivier SCAILLET, 2003, "Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp91, Sep.
• Bunzel, Helle & Vogelsang, Timothy J., 2003, "Powerful Trend Function Tests That Are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10353, Apr.
• Lippi, Marco & Reichlin, Lucrezia & Forni, Mario, 2003, "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4133, Dec.
• Sébastien WÄLTI, 2003, "Testing for Contagion in International Financial Markets: Which Way to Go?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp92, Aug.
• Alexey MEDVEDEV & Olivier SCAILLET, 2004, "A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp93, Oct.
• Kilian, Lutz & Inoue, Atsushi, 2004, "Bagging Time Series Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4333, Mar.

Report NEP-ETS-2004-06-13

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: