Report NEP-ETS-2005-09-11
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 announced in this report:
- Item repec:col:000070:001226 is not listed on IDEAS anymore
- Marco Avarucci & Domenico Marinucci, 2005. "Polynomial Cointegration Among Stationary Processes With Long Memory," Economics Working Papers we055123, Universidad Carlos III, Departamento de Economía.
- Wenceslao Gonzalez-Manteiga & Maria J. Lombardia & Isabel Molina & Domingo Morales & Laureano Santamaria, 2005. "Analytic And Bootstrap Approximations Of Prediction Errors Under A Multivariate Fay-Herriot Model," Statistics and Econometrics Working Papers ws054910, Universidad Carlos III, Departamento de Estadística y Econometría.
- Meitz, Mika, 2005. "A necessary and sufficient condition for the strict stationarity of a family of GARCH processes," Working Paper Series in Economics and Finance 601, Stockholm School of Economics.
- González, Andrés & Teräsvirta, Timo, 2005. "Simulation-based finite-sample linearity test against smooth transition models," Working Paper Series in Economics and Finance 603, Stockholm School of Economics.
- González, Andrés & Teräsvirta, Timo & van Dijk, Dick, 2005. "Panel Smooth Transition Regression Models," Working Paper Series in Economics and Finance 604, Stockholm School of Economics.
- Item repec:pas:camaaa:2005-11 is not listed on IDEAS anymore
- Item repec:pas:camaaa:2005-14 is not listed on IDEAS anymore
- Shrestha, Min B. & Chowdhury, Khorshed, 2005. "Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data," Economics Working Papers wp05-06, School of Economics, University of Wollongong, NSW, Australia.