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Report NEP-ETS-2005-06-14
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:
- Attfield, Clifford & Temple, Jonathan, 2004, "Measuring Trend Output: How Useful Are the Great Ratios?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4796, Dec.
- Gillman, Max & Nakov, Anton, 2005, "Granger Causality of the Inflation-Growth Mirror in Accession Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4845, Jan.
- Smets, Frank & Del Negro, Marco & Wouters, Rafael & Schorfheide, Frank, 2005, "On the Fit and Forecasting Performance of New Keynesian Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4848, Jan.
- Wolff, Christian & van Tol, Michel R, 2005, "Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4958, Mar.
- Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2005, "Loss Functions in Option Valuation: A Framework for Model Selection," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4960, Mar.
- Stock, James & Watson, Mark & Marcellino, Massimiliano, 2005, "A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4976, Mar.
- Fischer, Andreas & Amstad, Marlene, 2005, "Shock Identification of Macroeconomic Forecasts Based on Daily Panels," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5008, Apr.
- Item repec:cpr:ceprdp:5054 is not listed on IDEAS anymore
- Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005, "Improved HAR Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1513, Jun.
- Peter C.B. Phillips & Donggyu Sul, 2005, "Economic Transition and Growth," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1514, Jun.
- Chirok Han & Peter C.B. Phillips, 2005, "GMM with Many Moment Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1515, Jun.
- Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005, "Nonstationary Discrete Choice: A Corrigendum and Addendum," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1516, Jun.
- Peter C.B. Phillips & Tassos Magadalinos, 2005, "Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1517, Jun.
- Item repec:ehu:biltok:200502 is not listed on IDEAS anymore
- Marcelle Chauvet & Jeremy M. Piger, 2005, "A comparison of the real-time performance of business cycle dating methods," Working Papers, Federal Reserve Bank of St. Louis, number 2005-021, DOI: 10.20955/wp.2005.021.
- Rothe, Christoph & Sibbertsen, Philipp, 2005, "Phillips-Perron-type unit root tests in the nonlinear ESTAR framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-315, Jun.
- Stephen Pudney, 2005, "Estimation of dynamic linear models in short panels with ordinal observation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/05, Jun.
- Oliver Linton, 2004, "Nonparametric inference for unbalance time series data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/04, Apr.
- Richard Smith, 2004, "Automatic positive semi-definite HAC covariance matrix and GMM estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/04, Dec.
- Alessio Moneta & Peter Spirtes, 2005, "Graph-Based Search Procedure for Vector Autoregressive Models," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2005/14, Jun.
- Håvard Hungnes, 2005, "Identifying Structural Breaks in Cointegrated VAR Models," Discussion Papers, Statistics Norway, Research Department, number 422, May.
- Luca Grilli & Angelo Sfrecola, 2005, "Neural Networks to Predict Financial Time Series in a Minority Game Context," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 14-2005, Jun.
- Mahesh Kumar Tambi, 2005, "FORECASTING EXCHANGE RATE :A Uni-variate out of sample Approach," International Finance, University Library of Munich, Germany, number 0506005, Jun.
- Cheng Hsiao & Siyan Wang, 2005, "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.23, May.