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Report NEP-ETS-2005-09-29
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:
- Oriol Roch Casellas & Antonio Alegre Escolano, 2005, "Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 143.
- Sentana, Enrique & MencÃa, Javier, 2005, "Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5177, Aug.
- Chang, Yongsung & Schorfheide, Frank & Doh, Taeyoung, 2005, "Non-stationary Hours in a DSGE Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5232, Sep.
- Schorfheide, Frank & An, Sungbae, 2005, "Bayesian Analysis of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5207, Sep.
- Item repec:dgr:eureri:30002052 is not listed on IDEAS anymore
- Item repec:dgr:eureri:30007510 is not listed on IDEAS anymore
- Item repec:dgr:umamet:2005022 is not listed on IDEAS anymore
- Item repec:dgr:umamet:2005024 is not listed on IDEAS anymore
- Peter Tulip, 2005, "Has output become more predictable? changes in Greenbook forecast accuracy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2005-31.
- Julia Campos & Neil R. Ericsson & David F. Hendry, 2005, "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 838.
- Hui Guo & Robert Savickas, 2005, "Idiosyncratic volatility, stock market volatility, and expected stock returns," Working Papers, Federal Reserve Bank of St. Louis, number 2003-028, DOI: 10.20955/wp.2003.028.
- Massimo Guidolin & Allan Timmerman, 2007, "Forecasts of U.S. short-term interest rates: a flexible forecast combination approach," Working Papers, Federal Reserve Bank of St. Louis, number 2005-059, DOI: 10.20955/wp.2005.059.
- Item repec:hhb:aaracc:05-003 is not listed on IDEAS anymore
- E.Panopoulou & T. Pantelidis, 2005, "Integration at a cost: Evidence from volatility impulse response functions," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1540305, Mar.
- Cerqueti, Roy & Costantini, Mauro, 2005, "Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp05027, Sep.
- William Barnett & Apostolos Serletis & Demitre Serletis, 2005, "Nonlinear and Complex Dynamics in Real Systems," GE, Growth, Math methods, University Library of Munich, Germany, number 0509002, Sep.