Report NEP-ETS-2008-01-05

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:

• Item repec:bep:unimip:1063 is not listed on IDEAS anymore

• Luis Fernando Melo & John Jairo Le�n & Dagoberto Saboya, 2007, "Cointegration Vector Estimation By Dols For A Three-Dimensional Panel," Borradores de Economia, Banco de la Republica, number 4391, Dec.
• Maria S. Heracleous, 2007, "Sample Kurtosis, GARCH-t and the Degrees of Freedom Issue," Economics Working Papers, European University Institute, number ECO2007/60.
• Sarantis Tsiaplias, 2007, "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2007n18, Jun.
• Item repec:imf:imfwpa:07/264 is not listed on IDEAS anymore

• Chudik, Alexander & Pesaran, M. Hashem, 2007, "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3206, Dec.
• Kevin D. Hoover & Katarina Juselius & Søren Johansen, 2007, "Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression," Discussion Papers, University of Copenhagen. Department of Economics, number 07-35, Nov.
• Søren Johansen & Katarina Juselius & Roman Frydman & Michael Goldberg, 2007, "Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate," Discussion Papers, University of Copenhagen. Department of Economics, number 07-34, Dec.
• Chun Liu & John M Maheu, 2007, "Are there Structural Breaks in Realized Volatility?," Working Papers, University of Toronto, Department of Economics, number tecipa-304, Dec.
• Item repec:ecb:ecbwps:20070846 is not listed on IDEAS anymore

Report NEP-ETS-2008-01-05

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: