Report NEP-ETS-2008-05-31This 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.
The following items were announced in this report:
- Sucarrat, Genaro & Bauwens, Luc, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," UC3M Working papers. Economics we081810, Universidad Carlos III de Madrid. Departamento de Economía.
- Yixiao Sun & Peter C.B. Phillips, 2008. "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers 1661, Cowles Foundation for Research in Economics, Yale University.
- Bayer, Christian & Hanck, Christoph, 2008. "Is Double Trouble? How to Combine Cointegration Tests," Research Memorandum 014, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Mynbaev, Kairat, 2007. "Comment on "Regression with slowly varying regressors and nonlinear trends" by P.C.B. Phillips," MPRA Paper 8838, University Library of Munich, Germany, revised 23 May 2008.