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Report NEP-ETS-2007-10-06
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:
- Yongmiao Hong & Yoon-Jin Lee, 2007, "Detecting Misspecifications in Autoregressive Conditional Duration Models," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2007-019, Sep.
- Lima, Luiz Renato Regis de Oliveira & Issler, João Victor, 2007, "A panel data approach to economic forecasting: the bias-corrected average forecast," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 650, Sep.
- Todd E. Clark & Michael W. McCracken, 2007, "Combining forecasts from nested models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2007-43.
- Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2007, "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3071, Sep.
- Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007, "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07039, Sep.
- Luís Francisco Aguiar-Conraria & Maria Joana Soares, 2007, "Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy," NIPE Working Papers, NIPE - Universidade do Minho, number 16/2007.
- Luís Francisco Aguiar-Conraria & Maria Joana Soares & Nuno Azevedo, 2007, "Using Wavelets to decompose time-frequency economic relations," NIPE Working Papers, NIPE - Universidade do Minho, number 17/2007.
- Lucia Alessi & Matteo Barigozzi & Marco Capasso, 2007, "A Review of Nonfundamentalness and Identification in Structural VAR Models," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2007/22, Oct.
- Carlos Santos, 2007, "Discriminating mean and variance shifts," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 14, Aug.