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Report NEP-ETS-2007-03-10
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:
- Fabio Busetti & Andrew Harvey, 2007, "Testing for trend," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 614, Feb.
- Busettti, F. & Harvey, A., 2007, "Tests of time-invariance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0701, Mar.
- DeRossi, G. & Harvey, A., 2007, "Quantiles, Expectiles and Splines," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0702, Feb.
- Pagan, A. & Pesaran, M.H., 2007, "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0704, Jan.
- Doppelhofer, G. & Cuaresma, J.C., 2007, "Nonlinearities in Cross-Country Growth Regressions: A Bayesian Averaging of Thresholds (BAT) Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0706, Feb.
- Timmermann, Allan & Elliott, Graham, 2007, "Economic Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6158, Mar.
- Item repec:qmw:qmwecw:wp587 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp588 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp590 is not listed on IDEAS anymore
- Item repec:qmw:qmwecw:wp591 is not listed on IDEAS anymore
- Norman Swanson & Geetesh Bhardwaj, 2006, "A Predictive Comparison of Some Simple Long Memory and Short Memory Models of Daily U.S. Stock Returns, With Emphasis on Business Cycle Effects," Departmental Working Papers, Rutgers University, Department of Economics, number 200613, Sep.
- Valentina Corradi & Norman Swanson & Geetesh Bhardwaj, 2006, "A Simulation Based Specification Test for Diffusion Processes," Departmental Working Papers, Rutgers University, Department of Economics, number 200614, Sep.
- Valentina Corradi & Norman Swanson & Walter Distaso, 2006, "Predictive Inference for Integrated Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 200616, Sep.
- Norman Swanson & Valentina Corradi, 2006, "Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes," Departmental Working Papers, Rutgers University, Department of Economics, number 200618, Sep.
- Valentina Corradi & Norman Swanson & Walter Distaso, 2006, "Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures," Departmental Working Papers, Rutgers University, Department of Economics, number 200620, Oct.
- Valentina Corradi & Norman Swanson, 2006, "Predictive Density Evaluation. Revised," Departmental Working Papers, Rutgers University, Department of Economics, number 200621, Oct.
- Kakamu, Kazuhiko & Polasek, Wolfgang, 2007, "Cross-sectional Space-time Modeling Using ARNN(p, n) Processes," Economics Series, Institute for Advanced Studies, number 203, Feb.
- Urzúa, Carlos M., 2007, "A Back-of-the-Envelope Rule to Identify Atheoretical VARs," EGAP Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2007-03, Feb.
- Archontakis, Theofanis & Lemke, Wolfgang, 2007, "Threshold dynmamics of short-term interest rates: empirical evidence and implications for the term structure," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,02.
- Razzak, Weshah, 2003, "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 1970, revised 2007.
- Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006, "Characteristic function approach to the sum of stochastic variables," MPRA Paper, University Library of Munich, Germany, number 1984.
- López, Fernando & Chasco, Coro, 2007, "Time-trend in spatial dependence: Specification strategy in the first-order spatial autoregressive model," MPRA Paper, University Library of Munich, Germany, number 1985, Mar.
- Mishra, SK, 2007, "Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program," MPRA Paper, University Library of Munich, Germany, number 2000, Mar.
- Everts, Martin, 2006, "Band-Pass Filters," MPRA Paper, University Library of Munich, Germany, number 2049, Jan.