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Report NEP-ETS-2006-02-26
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:
- Gunnar Bårdsen & Niels Haldrup, 2006, "A Gaussian IV estimator of cointegrating relations," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2006-03, Feb.
- Svend Hylleberg, 2006, "Seasonal Adjustment," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2006-04, Feb.
- Item repec:cep:stiecm:/2005/481 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/482 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/484 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/485 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/486 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/487 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2005/495 is not listed on IDEAS anymore
- Item repec:cep:stiecm:\2006\497 is not listed on IDEAS anymore
- Veiga, Helena, 2006, "A two factor long memory stochastic volatility model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws061303, Feb.
- P. Jeganathan, 2006, "Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1558, Feb, revised Mar 2006.
- Konstantin A. Kholodilin, 2006, "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 554.
- Alejandro Justiniano & Giorgio E. Primiceri, 2006, "The Time Varying Volatility of Macroeconomic Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 12022, Feb.
- Item repec:nst:samfok:6706 is not listed on IDEAS anymore
- Joseph P. Romano & Michael Wolf, 2006, "Improved Nonparametric Confidence Intervals in Time Series Regressions," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 273, Feb.
- Morten Ø. Nielsen & Katsumi Shimotsu, 2006, "Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach," Working Paper, Economics Department, Queen's University, number 1029, Jan.