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Report NEP-ETS-2006-04-29
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:bep:unimip:1016 is not listed on IDEAS anymore
- Veiga, Helena, 2006, "Volatility forecasts: a continuous time model versus discrete time models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws062509, Apr.
- Item repec:dgr:umamet:2006012 is not listed on IDEAS anymore
- Item repec:dgr:umamet:2006014 is not listed on IDEAS anymore
- Erik Hjalmarsson, 2005, "Estimation of average local-to-unity roots in heterogenous panels," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 852.
- Erik Hjalmarsson, 2006, "Inference in Long-Horizon Regressions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 853.
- Erik Hjalmarsson, 2006, "Fully modified estimation with nearly integrated regressors," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 854.
- Erik Hjalmarsson, 2006, "Should we expect significant out-of-sample results when predicting stock returns?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 855.
- Hui Guo & Robert Savickas, 2006, "Understanding stock return predictability," Working Papers, Federal Reserve Bank of St. Louis, number 2006-019, DOI: 10.20955/wp.2006.019.
- Item repec:hhb:aaracc:06-001 is not listed on IDEAS anymore
- Katsumi Shimotsu, 2006, "Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes," Working Paper, Economics Department, Queen's University, number 1062, Feb.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper, Economics Department, Queen's University, number 1063, Feb.