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Report NEP-ETS-2006-12-16
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:
- Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006, "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0617, Dec.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006, "Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0618, Dec.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006, "Real Time Representations of the Output Gap," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0619, Dec.
- Stanislav Anatolyev, 2006, "Dynamic modeling under linear-exponential loss," Working Papers, Center for Economic and Financial Research (CEFIR), number w0092, Dec.
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Thomas J. Sargent & Mark Watson, 2006, "A,B,C's (and D's)'s for Understanding VARS," Levine's Bibliography, UCLA Department of Economics, number 321307000000000646, Dec.
- Item repec:col:001043:002744 is not listed on IDEAS anymore
- Luc, BAUWENS & Nikolaus, HAUTSCH, 2006, "Modelling Financial High Frequency Data Using Point Processes," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2006039, Sep.
- Item repec:dgr:umamet:2006054 is not listed on IDEAS anymore
- Item repec:dgr:umamet:2006055 is not listed on IDEAS anymore
- Item repec:dgr:umamet:2006056 is not listed on IDEAS anymore
- Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006, "Methods for inference in large multiple-equation Markov-switching models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2006-22.
- Erik Hjalmarsson, 2006, "Predictive regressions with panel data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 869.
- Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Clara Vega, 2006, "Real-time price discovery in global stock, bond and foreign exchange markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 871.
- Massimo Guidolin & Carrie Fangzhou Na, 2007, "The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns," Working Papers, Federal Reserve Bank of St. Louis, number 2006-059, DOI: 10.20955/wp.2006.059.
- Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels, 2006, "Stability Tests for Heterogeneous Panel Data," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 24-2006, Oct, revised Dec 2006.
- Teräsvirta, Timo, 2006, "An introduction to univariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 646, Dec.
- Item repec:hhs:bofrdp:2006_022 is not listed on IDEAS anymore
- Kazuhiko Hayakawa & Eiji Kurozumi, 2006, "The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-194, Dec.
- Eiji Kurozumi & Kazuhiko Hayakawa, 2006, "Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-197, Dec.
- Tapas K. Mishra, 2006, "A Further Look into the Demography-based GDP Forecasting Method," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-17.