This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
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 anounced 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.
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!] 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.
[Downloadable!] This page was last updated on 2009-12-6.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .