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Report NEP-ETS-2005-06-05
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:
Antonio Cosma & Olivier Scaillet & Rainer von Sachs, 2005.
"Multiariate Wavelet-based sahpe preserving estimation for dependant observation FAME Research Paper Series
rp144, International Center for Financial Asset Management and Engineering.
[Downloadable!] Olivier Scaillet, 2005.
"Kernel Based Goodness-of-Fit Tests for Copulas with Fixed Smoothing Parameters FAME Research Paper Series
rp145, International Center for Financial Asset Management and Engineering.
[Downloadable!] Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2005.
"Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study Monash Econometrics and Business Statistics Working Papers
15/05, Monash University, Department of Econometrics and Business Statistics.
[Downloadable!] Yacine Ait-Sahalia & Per A. Mykland & Lan Zhang, 2005.
"Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise NBER Working Papers
11380, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Javier Hualde, 2005.
"Unbalanced Cointegration Faculty Working Papers
06/05, School of Economics and Business Administration, University of Navarra.
[Downloadable!] Juan Carlos Escanciano, 2005.
"On the Asymptotic Power Properties of Specification Tests for Dynamic Parametric Regressions Faculty Working Papers
07/05, School of Economics and Business Administration, University of Navarra.
[Downloadable!] Joseph P. Romano & Michael Wolf, .
"Control of Generalized Error Rates in Multiple Testing IEW - Working Papers
iewwp245, Institute for Empirical Research in Economics - IEW.
[Downloadable!] This page was last updated on 2009-12-6.
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