Report NEP-ETS-2004-06-07

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:

• Boriss Siliverstovs, 2003. "Multicointegration in US Consumption Data," Discussion Papers of DIW Berlin 382, DIW Berlin, German Institute for Economic Research.
• Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," NBER Working Papers 10423, National Bureau of Economic Research, Inc.
• Gary Koop & Simon Potter, 2003. "Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging," Discussion Papers in Economics 04/16, Division of Economics, School of Business, University of Leicester.
• Dimitris Christopoulos, 2004. "Does Stationarity Characterize Real GDP Movements? Results from Non-Linear Unit Root Tests," Macroeconomics 0406002, University Library of Munich, Germany.
• Albert Marcet & Morte O. Ravn, "undated". "The HP-Filter in Cross-Country Comparisons," Studies on the Spanish Economy 100, FEDEA.
• Yoshua Bengio & Pascal Vincent, 2004. "Locally Weighted Full Covariance Gaussian Density Estimation," CIRANO Working Papers 2004s-29, CIRANO.
• Alessandra Iacobucci & Alain Noullez, 2004. "A Frequency Selective Filter for Short-Length Time Series," Documents de Travail de l'OFCE 2004-05, Observatoire Francais des Conjonctures Economiques (OFCE).
• Boriss Siliverstovs & Tom Engsted & Niels Haldrup, 2003. "Long-Run Forecasting in Multicointegrated Systems," Discussion Papers of DIW Berlin 381, DIW Berlin, German Institute for Economic Research.