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Report NEP-ETS-2006-12-09
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:
- Patrik Guggenberger, , "Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), this version November 2006," UCLA Economics Online Papers, UCLA Department of Economics, number 402.
- Ke-Li Xu & Peter C.B. Phillips, 2006, "Adaptive Estimation of Autoregressive Models with Time-Varying Variances," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1585R, Oct, revised Nov 2006.
- Qiying Wang & Peter C.B. Phillips, 2006, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1594, Dec.
- Item repec:dgr:uvatin:20060105 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00112514_v2 is not listed on IDEAS anymore
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006, "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 06-09, Sep.
- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006, "Econometrics: A Bird's Eye View," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2458, Nov.
- Johann Burgstaller, 2005, "Interest rate pass-through estimates from vector autoregressive models," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2005-10, Dec.