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Report NEP-ETS-2005-01-09
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:
- Gary M. Koop & Simon M. Potter, 2004, "Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 04/31, Nov.
- Dufourt, 2005, "Dynamic General Equilibrium Models and the Beveridge-Nelson Facts," Macroeconomics, University Library of Munich, Germany, number 0501003, Jan.
- Denis Larocque & Michel Normandin, 2004, "Econometric Inference, Cyclical Fluctuations, and Superior Information," Cahiers de recherche, CIRPEE, number 0434.
- Gultekin Isiklar, 2005, "Structural VAR identification in asset markets using short-run market inefficiencies," Econometrics, University Library of Munich, Germany, number 0501001, Jan, revised 02 Jan 2005.