Printed from https://ideas.repec.org/n/nep-ets/2006-11-25.html
Report NEP-ETS-2006-11-25
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:
- Mariam Camarero & Josep Lluis Carrion Silvestre & Cecilio Tamarit, 2006, "New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 159.
- Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006, "Testing for multicointegration in panel data with common factors," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 160.
- Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson, 2006, "Assessing structural VARs," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 866.
- Todd E. Clark & Michael W. McCracken, 2006, "Averaging forecasts from VARs with uncertain instabilities," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 06-12.
- Dean Croushore, 2006, "An evaluation of inflation forecasts from surveys using real-time data," Working Papers, Federal Reserve Bank of Philadelphia, number 06-19.
- Jönsson, Kristian, 2006, "Testing Stationarity in Small and Medium-Sized Samples when Disturbances are Serially Correlated," Working Papers, Lund University, Department of Economics, number 2006:20, Oct, revised 09 Nov 2009.
- Eiji Kurozumi & Yoichi Arai, 2006, "Test for the null hypothesis of cointegration with reduced size distortion," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-190, Nov.
- Luc Bauwens & Arie Preminger & Jeroen V.K. Rombouts, 2006, "Regime switching GARCH models," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-08, Jun.
- Item repec:imf:imfwpa:06/175 is not listed on IDEAS anymore
- Item repec:imf:imfwpa:06/206 is not listed on IDEAS anymore
- Frank Gerhard & Nikolaus Hautsch, 2006, "A Dynamic Semiparametric Proportional Hazard Model," FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit, number 2006/05, Oct.
- Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006, "The Asymptotics for Panel Models with Common Shocks," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 77, Feb.
- Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2006, "Vector Multiplicative Error Models: Representation and Inference," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0331, Nov.
- Item repec:hum:wpaper:sfb649dp2006-075 is not listed on IDEAS anymore
- Joan Jasiak & R. Sufana & C. Gourieroux, 2005, "The Wishart Autoregressive Process of Multivariate Stochastic Volatility," Working Papers, York University, Department of Economics, number 2005_2, Sep.
- Alfred A. Haug & Syed A. Basher, 2003, "Unit Roots, Nonlinear Cointegration and Purchasing Power Parity," Working Papers, York University, Department of Economics, number 2003_1, Jan, revised Jun 2005.
- Ruthira Naraidoo & Patrick Minford & Ioannis A. Venetis, 2006, "The political economy of unemployment and threshold effects. A nonlinear time series approach," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2006/21, Oct.
- Item repec:mis:wpaper:20051101 is not listed on IDEAS anymore
- Gadea, Maria & Mayoral, Laura, 2005, "The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach," MPRA Paper, University Library of Munich, Germany, number 815, Dec.
- Boivin, Jean & Ng, Serena, 2005, "Understanding and Comparing Factor-Based Forecasts," MPRA Paper, University Library of Munich, Germany, number 836, May.
- Evans, Martin D, 2005, "Where Are We Now? Real-Time Estimates of the Macroeconomy," MPRA Paper, University Library of Munich, Germany, number 831, Mar.