Report NEP-ETS-2004-11-07

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:

• Item repec:qmw:qmwecw:wp523 is not listed on IDEAS anymore

• Eric Hillebrand & Gunther Schnabl, 2004, "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," International Finance, University Library of Munich, Germany, number 0410008, Oct.
• M. Hashem Pesaran, 2004, "A Pair-Wise Approach to Testing for Output and Growth Convergence," CESifo Working Paper Series, CESifo, number 1308.
• Corander, Jukka & Villani, Mattias, 2004, "A Bayesian Approach to Modelling Graphical Vector Autoregressions," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 171, Oct.
• E. Andres Houseman & Brent Coull & James Shine, 2004, "A Nonstationary Negative Binomial Time Series with Time-Dependent Covariates: Enterococcus Counts in Boston Harbor," Harvard University Biostatistics Working Paper Series, Berkeley Electronic Press, number 1017, Oct.
• Item repec:qmw:qmwecw:wp525 is not listed on IDEAS anymore

• E. Andres Houseman, 2004, "A Robust Regression Model for a First-Order Autoregressive Time Series with Unequal Spacing: Technical Report," Harvard University Biostatistics Working Paper Series, Berkeley Electronic Press, number 1016, Oct.
• Item repec:qmw:qmwecw:wp526 is not listed on IDEAS anymore

Report NEP-ETS-2004-11-07

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: