Printed from https://ideas.repec.org/n/nep-ets/2007-01-23.html
Report NEP-ETS-2007-01-23
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:dgr:umamet:2006057 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20060101 is not listed on IDEAS anymore
- Fonseca Giovanni, 2005, "On the stability of nonlinear ARMA models," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0503, Jun.
- Paruolo Paolo, 2005, "Design of vector autoregressive processes for invariant statistics," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0504, Sep.
- Caporin Massimiliano & Paruolo Paolo, 2005, "Multivariate ARCH with spatial effects for stock sector and size," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0509, Dec.
- Badi H. Baltagi, 2006, "Random effects and Spatial Autocorrelations with Equal Weights," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 89, Dec.
- Jushan Bai & Chihwa Kao & Serena Ng, 2007, "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 90, Jan.
- Cheng Hsiao & Siyan Wang, 2006, "Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.55, Sep.
- Item repec:ecb:ecbwps:20070712 is not listed on IDEAS anymore
- Timotheos Angelidis & Stavros Degiannakis, 2007, "Backtesting VaR Models: An Expected Shortfall Approach," Working Papers, University of Crete, Department of Economics, number 0701, Jan.
- Seung C. Ahn & Young H. Lee & Peter Schmidt, 2007, "Panel Data Models with Multiple Time-Varying Individual Effects," Working Papers, University of Crete, Department of Economics, number 0702, Sep.
- Prof. Dr. Walter Krämer & Baudouin Tameze Azamo, , "Structural change and estimated persistence in the GARCH(1,1)-model," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 5, revised May 2006.
- Prof. Dr. Walter Krämer, , "Long memory with Markov-Switching GARCH," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 6, revised Oct 2006.