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Report NEP-ETS-2007-05-19
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:
- Busettti, F. & Harvey, A., 2007, "Tests of time-invariance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0657, Mar.
- DeRossi, G. & Harvey, A., 2007, "Quantiles, Expectiles and Splines," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0660, 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 0662, Jan.
- Badi H. Baltagi & Chihwa Kao & Long Liu, 2007, "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 93, May.
- Ashton de Silva & Rob J. Hyndman & Ralph D. Snyder, 2007, "The vector innovation structural time series framework: a simple approach to multivariate forecasting," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/07, May.
- Item repec:qmw:qmwecw:wp595 is not listed on IDEAS anymore
- W. Robert Reed & Haichun Ye, 2007, "A Monte Carlo Evaluation of Some Common Panel Data Estimators when Serial Correlation and Cross-sectional Dependence are Both Present," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 07/01, Apr.
- Wagner, Martin & Hlouskova, Jaroslava, 2007, "The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study," Economics Series, Institute for Advanced Studies, number 210, May.
- Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007, "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," Economics Series Working Papers, University of Oxford, Department of Economics, number 327, May.
- Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007, "Stability of nonlinear AR-GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 328, May.
- Item repec:ven:wpaper:03_07 is not listed on IDEAS anymore
- Chihying, Hsiao & Chen, Pu, 2007, "Learning Causal Relations in Multivariate Time Series Data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-15.
- Westerlund, Joakim & Basher, Syed A., 2007, "Mixed Signals Among Tests for Panel Cointegration," MPRA Paper, University Library of Munich, Germany, number 3261, May.