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Report NEP-ETS-2005-10-04
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:
- Michael J. Dueker, 2006, "Kalman filtering with truncated normal state variables for Bayesian estimation of macroeconomic models," Working Papers, Federal Reserve Bank of St. Louis, number 2005-057, DOI: 10.20955/wp.2005.057.
- Andrea Beltratti & Claudio Morana, 2005, "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers, ICER - International Centre for Economic Research, number 23-2005, Jul.
- Item repec:tcd:wpaper:tep4 is not listed on IDEAS anymore
- Bauer, Dietmar & Wagner, Martin, 2005, "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Series, Institute for Advanced Studies, number 174, Sep.
- Wagner, Martin, 2005, "On PPP, Unit Roots and Panels," Economics Series, Institute for Advanced Studies, number 176, Sep.
- Kunst, Robert M., 2005, "Approaches for the Joint Evaluation of Hypothesis Tests: Classical Testing, Bayes Testing, and Joint Confirmation," Economics Series, Institute for Advanced Studies, number 177, Sep.
- Item repec:ecb:ecbwps:20030288 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20040305 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20040321 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20040349 is not listed on IDEAS anymore
- Item repec:ecb:ecbwps:20050499 is not listed on IDEAS anymore
- Item repec:iwh:dispap:191 is not listed on IDEAS anymore