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Report NEP-ETS-2007-09-24
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:
- Gonzalo, Jesús & Lee, Tae-Hwy & Yang, Weiping, 2007, "Permanent and transitory components of GDP and stock prices: further analysis," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we20070525, May.
- Dolado, Juan José & Gonzalo, Jesús & Mayoral, Laura, 2007, "Wald Tests of I(1) against I(d) alternatives : some new properties and an extension to processes with trending components," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we20070625, Jun.
- Todd E. Clark & Michael W. McCracken, 2007, "Forecasting with small macroeconomic VARs in the presence of instabilities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-41.
- Todd E. Clark & Michael W. McCracken, 2007, "Averaging forecasts from VARs with uncertain instabilities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-42.
- Item repec:hal:papers:halshs-00172896_v1 is not listed on IDEAS anymore
- Giuseppe Arbia & Marco Bee & Giuseppe Espa, 2007, "Aggregation of regional economic time series with different spatial correlation structures," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0720.
- de Vilder, Robin G. & Visser, Marcel P., 2007, "Volatility Proxies for Discrete Time Models," MPRA Paper, University Library of Munich, Germany, number 4917, Sep.