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Report NEP-ETS-2005-05-07
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:
- Terence D.Agbeyegbe & Elena Goldman, 2005, "Estimation of threshold time series models using efficient jump MCMC," Economics Working Paper Archive at Hunter College, Hunter College Department of Economics, number 406, revised 2005.
- Item repec:ifs:cemmap:wp04/03 is not listed on IDEAS anymore
- Item repec:ifs:cemmap:wp17/04 is not listed on IDEAS anymore
- Jean Boivin & Serena Ng, 2005, "Understanding and Comparing Factor-Based Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 11285, May.
- Nicola Bruti-Liberati & Filippo Martini & Massimo Piccardi & Eckhard Platen, 2005, "A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 156, Apr.
- Nicola Bruti-Liberati & Eckhard Platen, 2005, "On the Strong Approximation of Jump-Diffusion Processes," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 157, Apr.
- Joon Y. Park & Mototsugu Shintani, 2005, "Testing for a Unit Root against Transitional Autoregressive Models," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 05010, Apr.