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Report NEP-ETS-2005-04-30
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:
- George Kapetanios & M. Hashem Pesaran, 2005, "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," CESifo Working Paper Series, CESifo, number 1416.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005, "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," CESifo Working Paper Series, CESifo, number 1425.
- Ekaterini Panopoulou, 2005, "A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp067, Apr.
- Takao Kobayashi & Seisho Sato & Akihiko Takahashi, 2005, "Style Analysis Based on a General State Space Model and Monte Carlo Filter," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-337, Apr.