Printed from https://ideas.repec.org/n/nep-ets/2005-08-13.html
Report NEP-ETS-2005-08-13
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:
- Peter A. Zadrozny, 2005, "Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH(p,q) Process," CESifo Working Paper Series, CESifo, number 1505.
- Helmut Luetkepohl, 2004, "Forecasting with VARMA Models," Economics Working Papers, European University Institute, number ECO2004/25.
- Paulo M.M. Rodrigues & A.M. Robert Taylor, 2004, "Efficient Tests of the Seasonal Unit Root Hypothesis," Economics Working Papers, European University Institute, number ECO2004/29.
- Paulo M. M. Rodrigues, 2004, "Properties of Recursive Trend-Adjusted Unit Root Tests," Economics Working Papers, European University Institute, number ECO2004/31.
- Helmut Luetkepohl, 2005, "Structural Vector Autoregressive Analysis for Cointegrated Variables," Economics Working Papers, European University Institute, number ECO2005/02.
- Marcelo Resende, 2005, "Mergers and Acquisitions Waves in the U.K.: a Markov-Switching Approach," Economics Working Papers, European University Institute, number ECO2005/04.
- Jaroslava Hlouskova & Martin Wagner, 2005, "The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study," Economics Working Papers, European University Institute, number ECO2005/05.
- Dietmar Bauer & Martin Wagner, 2005, "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Working Papers, European University Institute, number ECO2005/09.
- Stephen Bond & Céline Nauges & Frank Windmeijer, 2005, "Unit roots: identification and testing in micro panels," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/05, Jul.
- Gary Koop & Roberto León-González & Rodney W. Strachan, 2005, "Efficient Posterior Simulation for Cointegrated Models with Priors On the Cointegration Space," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/13, Jul, revised Apr 2006.
- Rodney W. Strachan, 2005, "Bayesian Inference in Cointegrated I (2) Systems: a Generalisation of the Triangular Model," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 05/14, Jul.
- Zacharias Bragoudakis, 2005, "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics, University Library of Munich, Germany, number 0507013, Jul.
- Catalin Starica & Stefano Herzel & Tomas Nord, 2005, "Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?," Econometrics, University Library of Munich, Germany, number 0508003, Aug.
- Matthias Mohr, 2005, "A Trend-Cycle(-Season) Filter," Econometrics, University Library of Munich, Germany, number 0508004, Aug.
- Matthias Mohr, 2005, "A Trend-Cycle(-Season) Filter: Prgoramme Code for Eviews, Excel, and MatLab," Econometrics, University Library of Munich, Germany, number 0508005, Aug.
- Isabel Proenca, 2005, "A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian," Econometrics, University Library of Munich, Germany, number 0508006, Aug.
- Item repec:fiu:wpaper:0406 is not listed on IDEAS anymore
- Item repec:fiu:wpaper:0412 is not listed on IDEAS anymore
- Item repec:fiu:wpaper:0413 is not listed on IDEAS anymore