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Report NEP-ETS-2003-03-25
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.Subscribe to this report: email or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Donald W.K. Andrews & Jae-Young Kim, 2003.
"End-of-Sample Cointegration Breakdown Tests Cowles Foundation Discussion Papers
1404, Cowles Foundation, Yale University.
[Downloadable!] Shiqing Ling & W. K. Li & Michael McAleer, 2003.
"Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence CIRJE F-Series
CIRJE-F-207, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Francisco A. Gallego & Christian A. Johnson, 2003.
"Building Confidence Intervals for the Band-Pass and Hodrick-Prescott Filters: An Application Using Bootstrapping Working Papers Central Bank of Chile
202, Central Bank of Chile.
[Downloadable!] Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003.
"Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation Cowles Foundation Discussion Papers
1407, Cowles Foundation, Yale University.
[Downloadable!] This page was last updated on 2009-11-22.
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