Report NEP-ETS-2004-08-02

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:

• Item repec:iim:iimawp:2004-05-10 is not listed on IDEAS anymore

• Loukia Meligkotsidou & Elias Tzavalis & Ioannis D. Vrontos, 2004. "A Bayesian Analysis of Unit Roots and Structural Breaks in the Level and the Error Variance of Autoregressive Models," Working Papers 514, Queen Mary University of London, School of Economics and Finance.
• Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo.
• Vince Wiggins, 2004. "Stata graphics, under the hood," United Kingdom Stata Users' Group Meetings 2004 8, Stata Users Group, revised 29 Jul 2004.
• Christopher F. Baum, 2004. "Stata: The language of choice for time series analysis?," Boston College Working Papers in Economics 598, Boston College Department of Economics.
• George Kapetanios, 2004. "Testing for Exogeneity in Nonlinear Threshold Models," Working Papers 515, Queen Mary University of London, School of Economics and Finance.
• George Kapetanios, 2004. "Nonlinear Autoregressive Models and Long Memory," Working Papers 516, Queen Mary University of London, School of Economics and Finance.