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Report NEP-ETS-2006-02-12
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:
- Hendry, David & Hubrich, Kirstin, 2006, "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5485, Jan.
- Markku Lanne & Pentti Saikkonen, 2005, "Modeling Conditional Skewness in Stock Returns," Economics Working Papers, European University Institute, number ECO2005/14.
- Stefanie A. Haller, 2005, "The Impact of Multinational Entry on Domestic Market Structure and R&D," Economics Working Papers, European University Institute, number ECO2005/16.
- Markku Lanne & Helmut Luetkepohl, 2005, "Structural Vector Autoregressions with Nonnormal Residuals," Economics Working Papers, European University Institute, number ECO2005/25.
- Timothy Halliday, 2006, "Identifying State Dependence in Non-Stationary Processes," Working Papers, University of Hawaii at Manoa, Department of Economics, number 200601.
- Kazuhiko Hayakawa, 2006, "The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-129, Jan.
- Kazuhiko Hayakawa, 2006, "Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-130, Jan.
- Item repec:ecb:ecbwps:20060584 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2006-011 is not listed on IDEAS anymore
- James G. MacKinnon, 2006, "Applications Of The Fast Double Bootstrap," Working Paper, Economics Department, Queen's University, number 1023, Feb.
- Gianni Amisano & Raffaella Giacomini, 2005, "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers, University of Brescia, Department of Economics, number ubs0504.