Printed from https://ideas.repec.org/n/nep-ets/2006-05-20.html
Report NEP-ETS-2006-05-20
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:cep:stiecm:/2006/497 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2006/499 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2006/500 is not listed on IDEAS anymore
- Item repec:cep:stiecm:/2006/501 is not listed on IDEAS anymore
- Markku Lanne, 2006, "A Mixture Multiplicative Error Model for Realized Volatility," Economics Working Papers, European University Institute, number ECO2006/3.
- Anindya Banerjee & Josep Lluís Carrion-i-Silvestre, 2006, "Cointegration in Panel Data with Breaks and Cross-Section Dependence," Economics Working Papers, European University Institute, number ECO2006/5.
- Item repec:hal:papers:halshs-00068384_v1 is not listed on IDEAS anymore
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2006, "Generalized Dynamic Factor Model + GARCH Exploiting Multivariate Information for Univariate Prediction," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2006/13, May.
- Don Harding & Adrian Pagan, 2006, "The Econometric Analysis of Constructed Binary Time Series," Department of Economics - Working Papers Series, The University of Melbourne, number 963.