Report NEP-ETS-2008-02-02

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:

• Pami Dua & Lokendra Kumawat, 2007. "Modelling Seasonal Dynamics in Indian Industrial Production--An Extention of TV-STAR Model," Working papers 162, Centre for Development Economics, Delhi School of Economics.
• Item repec:cep:stiecm:/2007/517 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2007/520 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2007/522 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2007/523 is not listed on IDEAS anymore

• Item repec:cep:stiecm:/2007/525 is not listed on IDEAS anymore

• Franses, Ph.H.B.F. & Legerstee, R., 2007. "A Manager's Perspective on Combining Expert and Model-based Forecasts," ERIM Report Series Research in Management ERS-2007-083-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Palm, F.C. & Smeekes, S. & Urbain, J.R.Y.J., 2007. "A sieve bootstrap test for cointegration in a conditional error correction model," Research Memorandum 054, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
• Amado, Cristina & Teräsvirta, Timo, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," SSE/EFI Working Paper Series in Economics and Finance 691, Stockholm School of Economics.
• J. Isaac Miller, 2007. "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers 0722, Department of Economics, University of Missouri, revised 15 Apr 2009.
• Item repec:ven:wpaper:34_07 is not listed on IDEAS anymore

• Proietti, Tommaso, 2008. "Structural Time Series Models for Business Cycle Analysis," MPRA Paper 6854, University Library of Munich, Germany.
• Proietti, Tommaso, 2008. "Estimation of Common Factors under Cross-Sectional and Temporal Aggregation Constraints: Nowcasting Monthly GDP and its Main Components," MPRA Paper 6860, University Library of Munich, Germany.
• Buncic, Daniel, 2008. "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper 6904, University Library of Munich, Germany.