Report NEP-ETS-2006-02-26

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Gunnar Bårdsen & Niels Haldrup, 2006. "A Gaussian IV estimator of cointegrating relations," Economics Working Papers 2006-03, Department of Economics and Business Economics, Aarhus University.
• Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
• Item repec:cep:stiecm:/2005/481 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/482 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/484 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/485 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/486 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/487 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2005/495 is not listed on IDEAS anymore

• Item repec:cep:stiecm:\2006\497 is not listed on IDEAS anymore

• Veiga, Helena, 2006. "A two factor long memory stochastic volatility model," DES - Working Papers. Statistics and Econometrics. WS ws061303, Universidad Carlos III de Madrid. Departamento de Estadística.
• P. Jeganathan, 2006. "Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions," Cowles Foundation Discussion Papers 1558, Cowles Foundation for Research in Economics, Yale University, revised Mar 2006.
• Konstantin A. Kholodilin, 2006. "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Discussion Papers of DIW Berlin 554, DIW Berlin, German Institute for Economic Research.
• Alejandro Justiniano & Giorgio E. Primiceri, 2006. "The Time Varying Volatility of Macroeconomic Fluctuations," NBER Working Papers 12022, National Bureau of Economic Research, Inc.
• Item repec:nst:samfok:6706 is not listed on IDEAS anymore

• Joseph P. Romano & Michael Wolf, 2006. "Improved Nonparametric Confidence Intervals in Time Series Regressions," IEW - Working Papers 273, Institute for Empirical Research in Economics - University of Zurich.
• Morten Ø. Nielsen & Katsumi Shimotsu, 2006. "Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach," Working Paper 1029, Economics Department, Queen's University.