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Report NEP-ETS-2005-01-16
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:
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-01, Jan.
- Item repec:dnb:dnbwpp:022 is not listed on IDEAS anymore
- Michael Creel, 2005, "User-Friendly Parallel Computations with Econometric Examples," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 637.05, Jan.
- Item repec:emo:wp2003:0502 is not listed on IDEAS anymore
- Item repec:emo:wp2003:0503 is not listed on IDEAS anymore
- Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005, "Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-01, May.
- Martin D. D. Evans(Georgetown University and NBER), 2005, "Where Are We Now? Real-time Estimates of the Macro Economy," Working Papers, Georgetown University, Department of Economics, number gueconwpa~05-05-02, May.
- Eriksson , Åsa, 2004, "Testing Structural Hypotheses on Cointegration Vectors: A Monte Carlo Study," Working Papers, Lund University, Department of Economics, number 2004:29, Dec.
- Gabriel Moser & Fabio Rumler & Johann Scharler, 2004, "Forecasting Austrian Inflation," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 91, Oct.
- Rohit Deo & Clifford Hurvich & Yi Lu, 2005, "Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment," Econometrics, University Library of Munich, Germany, number 0501002, Jan.
- Willa Chen & Rohit Deo, 2005, "The Variance Ratio Statistic at large Horizons," Econometrics, University Library of Munich, Germany, number 0501003, Jan.
- Willa Chen & Rohit Deo, 2005, "Estimation of mis-specified long memory models," Econometrics, University Library of Munich, Germany, number 0501004, Jan.
- Rohit Deo & Mengchen Hsieh & Clifford Hurvich, 2005, "Tracing the Source of Long Memory in Volatility," Econometrics, University Library of Munich, Germany, number 0501005, Jan.
- Enrico Scalas, 2005, "Five Years of Continuous-time Random Walks in Econophysics," Finance, University Library of Munich, Germany, number 0501005, Jan.
- Matthias Kredler, 2005, "Sector-Specific Volatility Patterns in Investment," Macroeconomics, University Library of Munich, Germany, number 0501016, Jan.