Printed from https://ideas.repec.org/n/nep-ets/2004-07-26.html
Report NEP-ETS-2004-07-26
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:
- Peter C.B. Phillips, 2004, "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1469, Jul.
- Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004, "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 485, Jul.
- Liudas Giraitis & Peter C.B. Phillips, 2004, "Uniform Limit Theory for Stationary Autoregression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1475, Jul.
- Offer Lieberman & Peter C.B. Phillips, 2004, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1474, Jul.
- Marcelo Cunha Medeiros & Alvaro Veiga, 2004, "Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 486, Jul.
- Rustam Ibragimov & Peter C.B. Phillips, 2004, "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1473, Jul.
- Peter C.B. Phillips & Tassos Magdalinos, 2004, "Limit Theory for Moderate Deviations from a Unit Root," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1471, Jul.
- Peter C.B. Phillips, 2004, "Challenges of Trending Time Series Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1472, Jul.
- Alvaro Aguiar & Manuel M. F. Martins, 2003, "Trend, cycle, and non-linear trade-off in the Euro Area 1970-2001," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 122, Mar.
- Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2004, "Testing for hysteresis in unemployment in OECD countries. New evidence using stationarity panel tests with breaks," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 119.
- Peter C.B. Phillips, 2004, "HAC Estimation by Automated Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1470, Jul.