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Report NEP-ETS-2006-09-30
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:
- Kit Baum, 2006, "Time series filtering techniques in Stata," United Kingdom Stata Users' Group Meetings 2006, Stata Users Group, number 17, Sep.
- George Kapetanios & Vincent Labhard & Simon Price, 2005, "Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation," Bank of England working papers, Bank of England, number 268, Jul.
- Item repec:dgr:kubcen:200686 is not listed on IDEAS anymore
- Item repec:dnb:dnbwpp:106 is not listed on IDEAS anymore
- Westerlund, Joakim & Costantini, Mauro, 2006, "Panel Cointegration and the Neutrality of Money," Working Papers, Lund University, Department of Economics, number 2006:18, Aug.
- Annabelle Mourougane, 2006, "Forecasting Monthly GDP for Canada," OECD Economics Department Working Papers, OECD Publishing, number 515, Sep, DOI: 10.1787/421416670553.
- Item repec:vie:viennp:0608 is not listed on IDEAS anymore
- Jumah, Adusei & Kunst, Robert M., 2006, "Seasonal Cycles in European Agricultural Commodity Prices," Economics Series, Institute for Advanced Studies, number 192, Sep.
- Peter F. Christoffersen & Francis X. Diebold & Roberto S. Mariano & Anthony S. Tay & Yiu Kuen Tse, 2004, "Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore," Working Papers, Singapore Management University, School of Economics, number 02-2005, Jul, revised Jan 2005.
- Peter C. B. Phillips & Jun Yu, 2005, "Comment on “Realized Variance and Market Microstructure Noise” by Peter R. Hansen and Asger Lunde," Working Papers, Singapore Management University, School of Economics, number 13-2005, Sep.