Printed from https://ideas.repec.org/n/nep-ets/2009-02-28.html
Report NEP-ETS-2009-02-28
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:inu:caeprp:2009-003 is not listed on IDEAS anymore
- Item repec:dgr:uvatin:20090010 is not listed on IDEAS anymore
- Delgado, Miguel A. & Velasco, Carlos, 2009, "A new class of distribution-free tests for time series models specification," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we090904, Feb.
- 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, European University Institute, number ECO2009/06.
- Vladimir Kuzin & Massimiliano Marcellino & Christian Schumacher, 2009, "Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP," Economics Working Papers, European University Institute, number ECO2009/13.
- Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008, "Model specification, observational equivalence and performance of unit root tests," MPRA Paper, University Library of Munich, Germany, number 13489, Jul.