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Report NEP-ETS-2008-06-07
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:
- Marco Del Negro & Christopher Otrok, 2008, "Dynamic factor models with time-varying parameters: measuring changes in international business cycles," Staff Reports, Federal Reserve Bank of New York, number 326.
- Jan J. J. Groen & George Kapetanios, 2008, "Revisiting useful approaches to data-rich macroeconomic forecasting," Staff Reports, Federal Reserve Bank of New York, number 327.
- Hammad Qureshi, 2008, "Explosive Roots in Level Vector Autoregressive Models," Working Papers, Ohio State University, Department of Economics, number 08-02, Feb.
- Luati, Alessandra & Proietti, Tommaso, 2008, "On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing," MPRA Paper, University Library of Munich, Germany, number 8910, May.