Report NEP-ETS-2006-11-04This 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.
The following items were announced in this report:
- Fousseni Chabi-Yo, 2006. "Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence," Working Papers 06-38, Bank of Canada.
- Item repec:cla:levrem:321307000000000565 is not listed on IDEAS anymore
- Item repec:cla:levrem:321307000000000570 is not listed on IDEAS anymore
- Item repec:cla:levrem:321307000000000575 is not listed on IDEAS anymore
- George Kapetanios & Massimiliano Marcellino, 2006. "Factor-GMM Estimation with Large Sets of Possibly Weak Instruments," Working Papers 577, Queen Mary University of London, School of Economics and Finance.
- D’Agostino, Antonello & Giannone, Domenico, 2006. "Comparing alternative predictors based on large-panel factor models," Working Paper Series 0680, European Central Bank.
- Schnatz, Bernd, 2006. "Is reversion to PPP in euro exchange rates non-linear?," Working Paper Series 0682, European Central Bank.
- Tong, Jian, 2006. "The long wave of conditional convergence," Discussion Paper Series In Economics And Econometrics 0614, Economics Division, School of Social Sciences, University of Southampton.