Printed from https://ideas.repec.org/n/nep-ets/2006-11-18.html
Report NEP-ETS-2006-11-18
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:cfs:cfswop:wp2000623 is not listed on IDEAS anymore
- Carsten Trenkler & Pentti Saikkonen & Helmut Luetkepohl, 2006, "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," Economics Working Papers, European University Institute, number ECO2006/29.
- Ulrich Mueller & Mark W. Watson, 2006, "Testing Models of Low-Frequency Variability," NBER Working Papers, National Bureau of Economic Research, Inc, number 12671, Nov.
- Fabio C. Bagliano & Claudio Morana, 2006, "International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 32.
- Alex Coad, 2006, "A Closer Look at Serial Growth Rate Correlation," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2006/29, Nov.
- Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2006, "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 771.
- Clements, Michael P & Galvão, Ana Beatriz, 2006, "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 773.
- Clements, Michael P & Harvey, David I, 2006, "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 774.
- De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006, "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,32.
- Schumacher, Christian & Breitung, Jörg, 2006, "Real-time forecasting of GDP based on a large factor model with monthly and quarterly data," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,33.
- Eleni Constantinou & Robert Georgiades & Avo Kazandjian & George Kouretas, 2005, "Regime Switching and Artificial Neural Network Forecasting," Working Papers, University of Crete, Department of Economics, number 0502, Jan.
- Item repec:vpi:wpaper:e06-10 is not listed on IDEAS anymore
- Item repec:vpi:wpaper:e06-6 is not listed on IDEAS anymore
- Item repec:vpi:wpaper:e06-7 is not listed on IDEAS anymore