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Report NEP-ETS-2004-07-11
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:
- Gary Koop, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers, University of Toronto, Department of Economics, number gkoop-95-01, May.
- Jeffrey M. Wooldridge, 2004, "On the robustness of fixed effects and related estimators in correlated random coefficient panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/04, Jun.
- Guillaume Chevillon & David F. Hendry, 2004, "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W12, May.
- Michael Arghyrou & Christopher Martin & Costas Milas, 2003, "Non-linear Inflationary Dynamics: Evidence from the UK," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-03, Feb.
- Francis W. Ahking, 2004, "The Power of the "Objective" Bayesian Unit-Root Test," Working papers, University of Connecticut, Department of Economics, number 2004-14, Jul.
- fabio spagnolod & Zacharias Psaradakis & Martin Sola, 2003, "Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-15, Feb.
- Lauren Bin Dong, 2004, "The Behrens-Fisher Problem: An Empirical Likelihood Ratio Approach," Econometrics Working Papers, Department of Economics, University of Victoria, number 0404, Jul.
- Jonathan B. Hill, 2004, "LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study," Econometrics, University Library of Munich, Germany, number 0401004, Jan, revised 05 Jul 2004.
- Steve Lawford & Michalis P. Stamatogiannis, 2004, "The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-05, Mar.
- Tony Lancaster, 2006, "A note on bootstraps and robustness," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP04/06, Feb.
- Jurgen A. Doornik & Neil Shephard & David F. Hendry, 2004, "Parallel Computation in Econometrics: A Simplified Approach," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W16, Jan.
- Item repec:dgr:kubcen:200456 is not listed on IDEAS anymore
- Fulvio Corsi & Gilles Zumbach & Ulrich Müller & Michel Dacorogna, 2004, "Consistent high-precision volatility from high-frequency data," Finance, University Library of Munich, Germany, number 0407005, Jul.
- Steve Lawford, 2004, "Finite-sample quantiles of the Jarque-Bera test," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-03, Feb.
- David F. Hendry, 2004, "Robustifying Forecasts from Equilibrium-Correction Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W14, Apr.
- Benoit Bellone & David Saint-Martin, 2004, "Detecting Turning Points with Many Predictors through Hidden Markov Models," Econometrics, University Library of Munich, Germany, number 0407001, Jul.