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Report NEP-ETS-2006-04-08
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:
- Markku Lanne & Helmut Lütkepohl, 2006, "Structural Vector Autoregressions with Nonnormal Residuals," CESifo Working Paper Series, CESifo, number 1651.
- Item repec:cfs:cfswop:wp200533 is not listed on IDEAS anymore
- Hiroaki Chigira & Taku Yamamoto, 2006, "Cointegration, Integration, and Long-Term Forcasting," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d05-148, Mar.
- Jurgen A. Doornik & Marius Ooms, 2005, "Outlier Detection in GARCH Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W24, Sep.
- Troy Matheson, 2006, "Phillips curve forecasting in a small open economy," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/01, Feb.
- Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006, "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2006/02, Feb.
- Item repec:hum:wpaper:sfb649dp2006-021 is not listed on IDEAS anymore
- Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005, "Testing the Null of Cointegration with Structural Breaks," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 10, Nov.
- Manabu Asai & Michael McAleer, 2005, "Asymmetric Multivariate Stochastic Volatility," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 12, Nov.
- Josep Lluís Carrion-i-Silvestre & Andreu Sansó, 2005, "The KPSS Test with Two Structural Breaks," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 13, Jul.
- Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005, "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 14, Oct.
- Niels Haldrup & Antonio Montañés & Andreu Sansó, 2005, "Testing for Additive Outliers in Seasonally Integrated Time Series," DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada, number 15, Jan.