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Report NEP-ETS-2004-10-21
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:
- Valentina Corradi & Norman Swanson, 2004, "Predictive Density Evaluation," Departmental Working Papers, Rutgers University, Department of Economics, number 200419, Sep.
- Item repec:rio:texdis:489 is not listed on IDEAS anymore
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Nelson And Plosser Revisited: Evidence From Fractional Arima Models," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-16, Oct.
- Item repec:han:dpaper:dp-306 is not listed on IDEAS anymore
- Item repec:cdl:ucsdec:2004-01 is not listed on IDEAS anymore
- Yoichi Arai, 2004, "Testing for Linearity in Regressions with I(1) processes," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-303, Oct.
- Guglielmo Maria Caporale & Mario Cerrato, 2004, "Panel Data Tests Of Ppp: A Critical Overview," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-18, Oct.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-21, Oct.
- Item repec:cdl:ucsdec:2004-02 is not listed on IDEAS anymore
- Diana Weinhold, 2004, "A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data," Econometrics, University Library of Munich, Germany, number 0410003, Oct.
- Valentina Corradi & Norman Swanson, 2004, "Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection," Departmental Working Papers, Rutgers University, Department of Economics, number 200418, Sep.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004, "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-20, Oct.
- Neil R. Ericsson, 2004, "The ET interview: professor David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 811.
- Item repec:cdl:ucsdec:2004-08 is not listed on IDEAS anymore
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Non-Linearities And Fractional Integration In The Us Unemployment Rate," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-17, Oct.
- Alicia Gazely & Jane Binner & Graham Kendall, 2004, "Co-evolution vs. Neural Networks; An Evaluation of UK Risky Money," Computing in Economics and Finance 2004, Society for Computational Economics, number 258, Aug.
- Item repec:cdl:ucsdec:2004-10 is not listed on IDEAS anymore
- Geetesh Bhardwaj & Norman Swanson, 2004, "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series," Departmental Working Papers, Rutgers University, Department of Economics, number 200422, Sep.
- Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004, "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-14, Oct.
- Item repec:cdl:ucsdec:2003-16 is not listed on IDEAS anymore
- John M. Maheu & Stephen Gordon, 2004, "Learning, Forecasting and Structural Breaks," Cahiers de recherche, CIRPEE, number 0422.