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Report NEP-ETS-2007-04-09
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:
- Maurice Bun & Frank Windmeijer, 2007, "The weak instrument problem of the system GMM estimator in dynamic panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/07, Mar.
- Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 92, Mar.
- Konstantin A. Kholodilin, 2007, "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 13, Feb.
- Domenico Giannone & Lucrezia Reichlin & David H Small, 2007, "Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 164, Feb.
- Jan Jacobs & Jan-Egbert Sturm, 2007, "A real-time analysis of the Swiss trade account," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 167, Feb.
- Alastair Cunningham & Chris Jeffery & George Kapetanios & Vincent Labhard, 2007, "A State Space Approach To The Policymaker's Data Uncertainty Problem," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 168, Feb.
- Georgios Chortareas & John Nankervis & Ying Jiang, 2007, "Forecasting Exchange Rate Volatility with High Frequency Data: Is the Euro Different?," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 79, Feb.
- Luciana Juvenal & Mark P. Taylor, 2007, "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 80, Feb.
- Item repec:qmw:qmwecw:wp594 is not listed on IDEAS anymore
- Marcelo Fernandes & Marcelo Cunha Medeiros & Alvaro Veiga, 2006, "A (semi-)parametric functional coefficient autoregressive conditional duration model," Textos para discussão, Department of Economics PUC-Rio (Brazil), number 535, Dec.
- Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007, "Multivariate stochastic volatility," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-488, May.
- John M Maheu & Stephen Gordon, 2007, "Learning, Forecasting and Structural Breaks," Working Papers, University of Toronto, Department of Economics, number tecipa-284, Mar.
- Patrick Richard, 2007, "ARMA Sieve bootstrap unit root tests," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 07-05, revised Jul 2009.
- Ozun, Alper & Cifter, Atilla, 2007, "Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets," MPRA Paper, University Library of Munich, Germany, number 2481, Feb.
- Ozun, Alper & Cifter, Atilla, 2007, "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper, University Library of Munich, Germany, number 2488, Feb.
- Cifter, Atilla & Ozun, Alper, 2007, "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2489, Jan.
- Item repec:acb:camaaa:2006-18 is not listed on IDEAS anymore
- Item repec:rwi:dpaper:0051 is not listed on IDEAS anymore