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Report NEP-ETS-2005-02-20
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:
- Anthony Garratt & Donald Robertson & Stephen Wright, 2005, "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0501, Jan.
- Anthony Garratt & Shaun P Vahey, 2005, "UK Real-Time Macro Data Characteristics," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0502, Jan.
- Jean-Marie Dufour & Abdeljelil Farhat & Marc Hallin, 2005, "Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series," CIRANO Working Papers, CIRANO, number 2005s-04, Feb.
- Item repec:dnb:dnbwpp:028 is not listed on IDEAS anymore
- Hiroaki Chigira, 2005, "A Test of Serial Independence of Deviations from Cointegrating Relations," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d04-69, Jan.
- Wiliam Branch & George W. Evans, 2005, "A Simple Recursive Forecasting Model," University of Oregon Economics Department Working Papers, University of Oregon Economics Department, number 2005-3, Feb, revised 01 Feb 2005.
- Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005, "On rank estimation in symmetric matrices: the case of indefinite matrix estimators," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 167, Feb.
- Yoichi Arai & Eiji Kurozumi, 2005, "Testing for the Null Hypothesis of Cointegration with Structural Breaks," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-319, Feb.