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Report NEP-ETS-2006-05-27
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:dgr:kubcen:200644 is not listed on IDEAS anymore
- Item repec:dgr:kubcen:200645 is not listed on IDEAS anymore
- Item repec:dgr:rugccs:200602 is not listed on IDEAS anymore
- Item repec:dgr:unumer:2006012 is not listed on IDEAS anymore
- Giordani, Paolo & Kohn, Robert, 2006, "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 196, May.
- Angela Birk, 2006, "Method to Find the VARs Easily," Departmental Working Papers, Department of Economics, Louisiana State University, number 2006-11, Oct.
- Riccardo LUCCHETTI & Giulio PALOMBA, 2006, "Forecasting US bond yields at weekly frequency," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 261, May.
- James Peery Cover & C. James Hueng, 2006, "Why Did the Sign of the Price-Output Correlation Change? Evidence from a Structural VAR with GARCH Errors," Working Papers, Ball State University, Department of Economics, number 200602, Mar, revised Mar 2006.
- Item repec:mis:wpaper:20061101 is not listed on IDEAS anymore
- Item repec:mis:wpaper:20060508 is not listed on IDEAS anymore