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8 documents matched the search for the 2006-02-26 issue of the NEP report on Econometric Time Series (nep-ets).
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1. A Gaussian IV estimator of cointegrating relations
   Gunnar Bårdsen and Niels Haldrup
   from Department of Economics and Business Economics, Aarhus University (2006)
   Keywords: Cointegration, Instrumental variables, Mixed Gaussianity.
   JEL-codes: C2; C22; C32
   Created/Revised: 2006-02-16 Added/Modified: 2006-02-17
2. Seasonal Adjustment
   Svend Hylleberg
   from Department of Economics and Business Economics, Aarhus University (2006)
   Keywords: Seasonality
   JEL-codes: C10
   Created/Revised: 2006-02-22 Added/Modified: 2006-02-23
3. Improved Nonparametric Confidence Intervals in Time Series Regressions
   Joseph P. Romano and Michael Wolf
   from Institute for Empirical Research in Economics - University of Zurich (2006)
   Keywords: Bootstrap, Confidence Intervals, Studentization, Time Series Regressions, Prewhitening
   JEL-codes: C14; C15; C22; C32
   Created/Revised: 2006-02-01 Added/Modified: 2013-01-25
4. The Time Varying Volatility of Macroeconomic Fluctuations
   Alejandro Justiniano and Giorgio Primiceri
   from National Bureau of Economic Research, Inc (2006)
   JEL-codes: C32; E30
   Created/Revised: 2006-02-01 Added/Modified: 2014-06-25
5. A two factor long memory stochastic volatility model
   Helena Veiga
   from Universidad Carlos III de Madrid. Departamento de Estadística (2006)
   Created/Revised: 2006-02-01 Added/Modified: 2006-02-23
6. Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions
   P. Jeganathan
   from Cowles Foundation for Research in Economics, Yale University (2006)
   JEL-codes: C13; C22
   Created/Revised: 2006-03-01 Added/Modified: 2006-03-08
7. Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach
   Morten Nielsen and Katsumi Shimotsu
   from Economics Department, Queen's University (2006)
   Keywords: Cointegration rank, fractional cointegration, fractional integration, long memory, nonstationarity, semiparametric estimation, exact local Whittle estimator
   JEL-codes: C14; C32
   Created/Revised: 2006-01-01 Added/Modified: 2011-09-10
8. Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies
   Konstantin Kholodilin
   from DIW Berlin, German Institute for Economic Research (2006)
   Keywords: Forecasting turning points, Composite coincident indicator, Composite leading indicator, Dynamic bi-factor model, Markov switching
   JEL-codes: C10; E32
   Created/Revised: 2006-01-01 Added/Modified: 2018-11-07

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Documents 1 to 8, page 1 of 1. 8 documents matched the search for the 2006-02-26 issue of the NEP report on Econometric Time Series (nep-ets).
Documents 1 to 8, page 1 of 1. Number of results per page 20 30 50 100 200 500 1000