Report NEP-ETS-2005-10-15

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.

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Other reports in NEP-ETS

The following items were announced in this report:

• Dechert,W.D., 2005. "The correlation integral and the independence of stochastic processes," Working papers 17, Wisconsin Madison - Social Systems.
• Item repec:dgr:rugccs:200505 is not listed on IDEAS anymore

• Nymoen, Ragnar, 2005. "Evaluating a Central Bank’s Recent Forecast Failure," Memorandum 22/2005, Oslo University, Department of Economics.
• Adolfson, Malin & Andersson, Michael K. & Lindé, Jesper & Villani, Mattias & Vredin, Anders, 2005. "Modern Forecasting Models in Action: Improving Macroeconomic Analyses at Central Banks," Working Paper Series 188, Sveriges Riksbank (Central Bank of Sweden), revised 01 Jun 2006.
• Villani, Mattias, 2005. "Bayesian Inference of General Linear Restrictions on the Cointegration Space," Working Paper Series 189, Sveriges Riksbank (Central Bank of Sweden).
• Massimiliano Marcellino, 2005. "Pooling-based Data Interpolation and Backdating," Working Papers 299, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Jeffrey Grogger, 2005. "Markov Forecasting Methods for Welfare Caseloads," NBER Working Papers 11682, National Bureau of Economic Research, Inc.
• Juan M.C. Larrosa, 2005. "Compositional Time Series: Past and Present," Econometrics 0510002, University Library of Munich, Germany.
• Item repec:fiu:wpaper:0304 is not listed on IDEAS anymore