Report NEP-ETS-2007-10-20This 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.
The following items were announced in this report:
- Garroi J.-J. & GOOS, Peter & Sörensen K., 2006. "A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation and time trends," Working Papers 2006026, University of Antwerp, Faculty of Applied Economics.
- Gianluca Moretti, 2007. "Detecting long memory co-movements in macroeconomic time series," Temi di discussione (Economic working papers) 642, Bank of Italy, Economic Research and International Relations Area.
- Artis, Michael J & Clavel, Jose Garcia & Hoffmann, Mathias & Nachane, Dilip M, 2007. "Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications," CEPR Discussion Papers 6517, C.E.P.R. Discussion Papers.
- George Kapetanios, 2007. "A Test for Serial Dependence Using Neural Networks," Working Papers 609, Queen Mary, University of London, School of Economics and Finance.
- Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007. "Mixtures of t-distributions for Finance and Forecasting," Economics Series 216, Institute for Advanced Studies.
- Di Iorio, Francesca & Fachin, Stefano, 2007. "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers 2007-39, Kiel Institute for the World Economy.
- McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu h., 2007. "Martingales, the efficient market hypothesis, and spurious stylized facts," MPRA Paper 5303, University Library of Munich, Germany.