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Report NEP-ETS-2004-09-12
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:
- Nelson C. Mark & Donggyu Sul, 2004, "The Use of Predictive Regressions at Alternative Horizons in Finance and Economics," Finance, University Library of Munich, Germany, number 0409032, Sep.
- Galeano, Pedro & Peña, Daniel, 2004, "A note on prediction and interpolation errors in time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws042710, Sep.
- Chi-Young Choi & Nelson C. Mark & Donggyu Sul, 2004, "Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models," Econometrics, University Library of Munich, Germany, number 0409005, Sep.
- Malmsten, Hans, 2004, "Evaluating exponential GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 564, Aug, revised 03 Sep 2004.
- Alexander Novikov & Albert Shiryaev, 2004, "On an Effective Solution of the Optimal Stopping Problem for Random Walks," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 131, Aug.
- Österholm, Pär, 2004, "Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods," Working Paper Series, Uppsala University, Department of Economics, number 2004:13, Sep.
- Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran, 1998, "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 16, Nov.
- Galeano, Pedro & Peña, Daniel & Tsay, Ruey S., 2004, "Outlier detection in multivariate time series via projection pursuit," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws044211, Sep.
- Giorgio Busetti & Matteo Manera, 2003, "STAR-GARCH Models for Stock Market Interactions in the Pacific Basin Region, Japan and US," Working Papers, Fondazione Eni Enrico Mattei, number 2003.43, Apr.
- Malmsten, Hans & Teräsvirta, Timo, 2004, "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 563, Aug, revised 03 Sep 2004.