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Report NEP-ETS-2006-08-12
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:emo:wp2003:0606 is not listed on IDEAS anymore
- Hiroaki Chigira & Taku Yamamoto, 2006, "A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-177, Jul.
- In Choi & Timothy K. Chue, 2006, "Subsampling-Based Tests of Stock-Return Predictability," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-178, Jul.
- Thomas Flavin & Ekaterini Panopoulou, 2006, "International Portfolio Diversification and Market Linkages in the presence of regime-switching volatility," The Institute for International Integration Studies Discussion Paper Series, IIIS, number iiisdp167, Aug.
- Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006, "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers, IZA Network @ LISER, number 2243, Aug.
- Niels Framroze Møller, 2006, "Linking Simple Economic Theory Models and the Cointegrated Vector AutoRegressive Model: Some Illustrative Examples," Discussion Papers, University of Copenhagen. Department of Economics, number 06-15, Jun.
- Ralph D. Snyder & Anne B. Koehler, 2006, "Incorporating a Tracking Signal into State Space Models for Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/06, Aug.
- Robert Dixon & David Shepherd, 2006, "The Cyclical Dynamics and Volatility of Australian Output and Employment," Department of Economics - Working Papers Series, The University of Melbourne, number 968.