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Report NEP-ETS-2010-04-11
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:stn:sotoec:1007 is not listed on IDEAS anymore
- Ji-Liang Shiu & Yingyao Hu, 2010, "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 557, Apr.
- Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler, 2010, "Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 10/04, Mar.
- Arvid Raknerud & Øivind Skare, 2010, "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers, Statistics Norway, Research Department, number 614, Mar.
- Gabriele Fiorentini & Enrique Sentana, 2010, "Dynamic Specification Tests for Static Factor Models," Working Paper series, Rimini Centre for Economic Analysis, number 04_10, Jan.
- Hendry, David F. & Hubrich, Kirstin, 2010, "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series, European Central Bank, number 1155, Feb.