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Report NEP-ETS-2008-06-21
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:
- Pesaran, M.H. & Pick, A., 2008, "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0814, Mar.
- Item repec:dgr:kubcen:200853 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20080007 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20080008 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20080011 is not listed on IDEAS anymore
- Item repec:hal:papers:halshs-00285866_v1 is not listed on IDEAS anymore
- Item repec:hal:papers:hal-00287463_v1 is not listed on IDEAS anymore
- Dimitris K. Christopoulos & Miguel Leon-Ledesma, 2008, "Testing for Granger (non)-Causality in a Time Varying Coefficient VAR Model," Studies in Economics, School of Economics, University of Kent, number 0802, Jan.
- Item repec:qut:auncer:2008-2 is not listed on IDEAS anymore
- Visser, Marcel P., 2008, "Garch Parameter Estimation Using High-Frequency Data," MPRA Paper, University Library of Munich, Germany, number 9076, Jun.
- Fanelli, Luca & Paruolo, Paolo, 2007, "Speed of Adjustment in Cointegrated Systems," MPRA Paper, University Library of Munich, Germany, number 9174, Jun.
- Sella Lisa, 2008, "Old and New Spectral Techniques for Economic Time Series," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 200809, May.