Report NEP-ETS-2002-04-15

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.

Other reports in NEP-ETS

The following items were announced in this report:

• Item repec:fip:fedlwp:98-008c is not listed on IDEAS anymore

• Item repec:wop:calsdi:2002-07 is not listed on IDEAS anymore

• Item repec:esx:essedp:531 is not listed on IDEAS anymore

• Charles R. Nelson & Jeremy M. Piger & Eric Zivot, 2001. "Markov regime switching and unit root tests," Working Papers 2001-013, Federal Reserve Bank of St. Louis.
• Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000. "Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity," Cahiers de recherche 0004, Université Laval - Département d'économique.
• Item repec:dgr:eureir:2002259 is not listed on IDEAS anymore

• Item repec:fip:fedlwp:2001-009b is not listed on IDEAS anymore

• Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2002. "The use and abuse of 'real-time' data in economic forecasting," Working Papers 2001-015, Federal Reserve Bank of St. Louis.
• Sidika Basci & Asad Zaman, 1998. "Variance Estimates and Model Selection," Working Papers 9814, Department of Economics, Bilkent University.
• Michael J. Dueker, 2003. "Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions," Working Papers 2001-012, Federal Reserve Bank of St. Louis.
• Mario Faliva & Maria Grazia Zoia, 2002. "A Neat Derivation of the Representation Theorem for I (2) Processes," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2002.01, Institut d'Economie et Econométrie, Université de Genève.
• Item repec:fip:fedlwp:2001-021a is not listed on IDEAS anymore

• Item repec:esx:essedp:535 is not listed on IDEAS anymore

• Robert H. Rasche, 2001. "Identification of dynamic economic models from reduced form VECM structures: an application of covariance restrictions," Working Papers 2000-011, Federal Reserve Bank of St. Louis.
• Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank).
• Rodney W Strachan & Brett Inder, 2000. "Bayesian Maximum Eigenvalue And Trace Statistics For The Cointegrating Error Correction Model," Working Papers 2000_16, University of Liverpool, Department of Economics.
• Rosario Dell'Aquila & Elvezio Ronchetti, 2002. "Robust Tests of Predictive Accuracy," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 2002.02, Institut d'Economie et Econométrie, Université de Genève.
• Item repec:wop:calsdi:2000-32r is not listed on IDEAS anymore

• Item repec:esx:essedp:529 is not listed on IDEAS anymore

• Item repec:fip:fedlwp:2001-014a is not listed on IDEAS anymore

• Chang-Jin Kim & Charles R. Nelson & Jeremy M. Piger, 2003. "The less volatile U.S. economy: a Bayesian investigation of timing, breadth, and potential explanations," Working Papers 2001-016, Federal Reserve Bank of St. Louis.
• Chang-Jin Kim & Jeremy M. Piger & Richard Startz, 2005. "The dynamic relationship between permanent and transitory components of U.S. business cycles," Working Papers 2001-017, Federal Reserve Bank of St. Louis.
• Item repec:fip:fedlwp:2000-026a is not listed on IDEAS anymore