Report NEP-ETS-2005-01-02

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:

• Niels Haldrup & Antonio Montañés & Andreu Sansó, 2004, "Testing for Additive Outliers in Seasonally Integrated Time Series," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2004-14, Dec.
• Item repec:cep:stiecm:/2004/468 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2004/471 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2004/474 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2004/476 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2004/479 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2004/480 is not listed on IDEAS anymore

• Item repec:dgr:eureri:30001977 is not listed on IDEAS anymore

• David E. Giles & Chad N. Stroomer, 2004, "Identifying the Cycle of a Macroeconomic Time-Series Using Fuzzy Filtering," Econometrics Working Papers, Department of Economics, University of Victoria, number 0406, Dec.
• Peter F. Christoffersen & Francis X.Diebold, 2003, "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-009, Sep.
• Francis X. Diebold, 2004, "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-010, Feb.
• Richard Harrison & George Kapetanios & Tony Yates, 2004, "Forecasting with measurement errors in dynamic models," Bank of England working papers, Bank of England, number 237, Nov.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003, "Realized Beta: Persistence and Predictability," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-018, Jan, revised 01 Mar 2004.
• George Kapetanios & Tony Yates, 2004, "Estimating time-variation in measurement error from data revisions; an application to forecasting in dynamic models," Bank of England working papers, Bank of England, number 238, Nov.
• David Mandy & Sandor Fridli, 2004, "Exact FGLS Asymptotics for MA Errors," Working Papers, Department of Economics, University of Missouri, number 0405, Dec, revised 16 Dec 2004.
• Item repec:umc:wpaper:0406 is not listed on IDEAS anymore

• Item repec:umc:wpaper:0420 is not listed on IDEAS anymore

• Item repec:umc:wpaper:0302 is not listed on IDEAS anymore

• Item repec:umc:wpaper:0303 is not listed on IDEAS anymore

Report NEP-ETS-2005-01-02

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: