Report NEP-ETS-2009-02-28This 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:
- Juan Carlos Escanciano & Javier Hualde, 2009. "Persistence In Nonlinear Time Series: A Nonparametric Approach," Caepr Working Papers 2009-003, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
- B. Jungbacker & S.J. Koopman & M. van der Wel, 2009. "Dynamic Factor Analysis in The Presence of Missing Data," Tinbergen Institute Discussion Papers 09-010/4, Tinbergen Institute, revised 11 Mar 2011.
- Velasco, Carlos & Delgado, Miguel A., 2009. "A new class of distribution-free tests for time series models specification," UC3M Working papers. Economics we090904, Universidad Carlos III de Madrid. Departamento de Economía.
- Item repec:lan:wpaper:005913 is not listed on IDEAS anymore
- Markku Lanne & Helmut Luetkepohl & Katarzyna Maciejowska, 2009. "Structural Vector Autoregressions with Markov Switching," Economics Working Papers ECO2009/06, European University Institute.
- Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009. "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers ECO2009/13, European University Institute.
- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008. "Model specification, observational equivalence and performance of unit root tests," MPRA Paper 13489, University Library of Munich, Germany.