Printed from https://ideas.repec.org/n/nep-ets/2006-01-01.html
Report NEP-ETS-2006-01-01
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:
- Item repec:dgr:umamet:2005050 is not listed on IDEAS anymore
- Juan F. Rubio-Ramirez & Daniel F. Waggoner & Tao Zha, 2005, "Markov-switching structural vector autoregressions: theory and application," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2005-27.
- Arturo Estrella & Anthony P. Rodrigues, 2005, "One-sided test for an unknown breakpoint: theory, computation, and application to monetary theory," Staff Reports, Federal Reserve Bank of New York, number 232.
- Ahlgren, Niklas & Nyblom, Jukka, 2005, "Tests Against Stationary and Explosive Alternatives in Vector Autoregressive Models," Working Papers, Hanken School of Economics, number 511, Dec.
- Item repec:qmw:qmwecw:wp550 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp551 is not listed on IDEAS anymore
- Tony Guida & Olivier Matringe, 2005, "Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities," Finance, University Library of Munich, Germany, number 0512021, Dec.