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Report NEP-ETS-2005-06-27
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:
- Giovanni S.F. Bruno, 2005, "Estimation and inference in dynamic unbalanced panel data models with a small number of individuals," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 165, Jun, revised Jun 2005.
- Federico M. Bandi & Peter C.B. Phillips, 2005, "A Simple Approach to the Parametric Estimation of Potentially Nonstationary Diffusions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1522, Jun.
- Peter C.B. Phillips & Jun Yu, 2005, "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1523, Jun.
- DUFOUR, Jean-Marie & JOUINI, Tarek, 2005, "Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-12.
- Atsushi Inoue & Gary Solon, 2005, "A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0310, Jun.
- Marcelle Chauvet & James D. Hamilton, 2005, "Dating Business Cycle Turning Points," NBER Working Papers, National Bureau of Economic Research, Inc, number 11422, Jun.