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Report NEP-ETS-2004-12-02
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:
- Jean-Pierre Florens & Marine Carrasco, 2004, "On the Asymptotic Efficiency of GMM," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 436, Aug.
- Item repec:cte:wbrepe:wb045922 is not listed on IDEAS anymore
- Heather M. Anderson & Chin Nam Low, 2004, "Random Walk Smooth Transition Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/04, Nov, revised May 2005.
- Edith Madsen, 2004, "Estimating Cointegrating Relations from a Cross Section," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2004-21, Nov.
- Christian M. Hafner, 2004, "Temporal aggregation of multivariate GARCH processes," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 538, Aug.
- Clifford Attfield, 2004, "Stochastic Trends, Demographics and Demand Systems," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 04/563, Apr.
- Allan Timmermann & Andrew J. Patton, 2004, "Properties of Optimal Forecasts," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 234, Aug.
- George-Levi Gayle & Christelle Viauroux, , "Root-N Consistent Semiparametric Estimators of a Dynamic Panel Sample Selection Model," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-E62.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-15, Oct.
- Steven Lugauer, , "Out of Sample Tests of Model Specification," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2004-E56.
- David F. Hendry, 2004, "Unpredictability and the Foundations of Economic Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W15, May.
- Stepana Lazarova, 2004, "Testing for structural change in regression with long memory processes," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 501, Aug.
- Frank Schorfheide & Hyungsik Roger Moon, 2004, "Bayesian Inference for Econometric Models using Empirical Likelihood Functions," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 284, Aug.
- Simon M. Potter & Edward E. Leamer, 2004, "A Nonlinear Model of the Business Cycle," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 490, Aug.
- Heather M. Anderson & Chin Nam Low & Ralph Snyder, 2004, "Single Source of Error State Space Approach to the Beveridge Nelson Decomposition," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 21/04, Nov.
- Clifford Attfield, 2004, "A Comparison of the Translog and Almost Ideal Demand Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 04/564, Jul.
- Robert de Jong, 2004, "Nonlinear estimators with integrated regressors but without exogeneity," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 324, Aug.
- Esteban-Bravo, Mercedes & Vidal-Sanz, José M., 2004, "Computing continuous-time growth models with boundary conditions via wavelets," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa, number wb045619, Nov.
- Roel C.A. Oomen, 2004, "Statistical Models for High Frequency Security Prices," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 77, Aug.
- Item repec:dgr:kubcen:2004112 is not listed on IDEAS anymore
- Luc Bauwens & Jeroen Rombouts, 2004, "Bayesian Clustering Of Similar Multivariate Garch Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 370, Aug.