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Report NEP-ETS-2005-04-03
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:
- Claude Lopez, 2005, "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2005-01, revised 2007.
- Albacete, Rebeca & Espasa, Antoni, 2005, "Forecasting inflation in the euro area using monthly time series models and quarterly econometric models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws050401, Jan.
- Teräsvirta, Timo, 2005, "Univariate nonlinear time series models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 593, Mar.
- Erlandsson, Ulf, 2005, "Transition Variables in the Markov-switching Model: Some Small Sample Properties," Working Papers, Lund University, Department of Economics, number 2005:25, Mar.
- Item repec:ifs:ifsewp:wp06/04 is not listed on IDEAS anymore
- Item repec:ifs:ifsewp:wp17/04 is not listed on IDEAS anymore
- Item repec:ifs:ifsewp:wp19/04 is not listed on IDEAS anymore
- Ye Cai & Mototsugu Shintani, 2005, "On the Long-Run Variance Ratio Test for a Unit Root," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0506, Mar.
- Daal, Elton & Naka, Atsuyuki & Yu, Jung-Suk, 2004, "Volatility clustering, leverage effects, and jumps dynamics in emerging Asian equity markets," Working Papers, University of New Orleans, Department of Economics and Finance, number 2004-05, Sep.
- Jinyong Hahn & Hyungsik Roger Moon, 2004, "Reducing Bias of MLE in a Dynamic Panel Model," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 04.5, Dec.