Report NEP-ETS-2004-11-07

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:

• George Kapetanios, 2004. "A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units," Working Papers 523, Queen Mary University of London, School of Economics and Finance.
• Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," International Finance 0410008, University Library of Munich, Germany.
• M. Hashem Pesaran, 2004. "A Pair-Wise Approach to Testing for Output and Growth Convergence," CESifo Working Paper Series 1308, CESifo.
• Corander, Jukka & Villani, Mattias, 2004. "A Bayesian Approach to Modelling Graphical Vector Autoregressions," Working Paper Series 171, Sveriges Riksbank (Central Bank of Sweden).
• E. Andres Houseman & Brent Coull & James Shine, 2004. "A Nonstationary Negative Binomial Time Series with Time-Dependent Covariates: Enterococcus Counts in Boston Harbor," Harvard University Biostatistics Working Paper Series 1017, Berkeley Electronic Press.
• George Kapetanios, 2004. "A New Method for Determining the Number of Factors in Factor Models with Large Datasets," Working Papers 525, Queen Mary University of London, School of Economics and Finance.
• E. Andres Houseman, 2004. "A Robust Regression Model for a First-Order Autoregressive Time Series with Unequal Spacing: Technical Report," Harvard University Biostatistics Working Paper Series 1016, Berkeley Electronic Press.
• George Kapetanios, 2004. "On Testing for Diagonality of Large Dimensional Covariance Matrices," Working Papers 526, Queen Mary University of London, School of Economics and Finance.