Report NEP-ETS-2008-01-12

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The following items were anounced in this report:

• Keiko Yamaguchi, 2008. "Testing for the presence of noise in long memory processes [in Japanese]," Hi-Stat Discussion Paper Series d07-230, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers 3254, Institute for the Study of Labor (IZA). [Downloadable!]
• Valle e Azevedo, João, 2007. "Exact Limit of the Expected Periodogram in the Unit-Root Case," MPRA Paper 6553, University Library of Munich, Germany. [Downloadable!]
• Valle e Azevedo, João, 2008. "A Multivariate Band-Pass Filter," MPRA Paper 6555, University Library of Munich, Germany. [Downloadable!]
• Valle e Azevedo, João, 2007. "Interpretation of the Effects of Filtering Integrated Time Series," MPRA Paper 6574, University Library of Munich, Germany. [Downloadable!]
• Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007. "Comparison of time series with unequal length," MPRA Paper 6605, University Library of Munich, Germany. [Downloadable!]
• Caiado, Jorge & Crato, Nuno, 2007. "Identifying common spectral and asymmetric features in stock returns," MPRA Paper 6607, University Library of Munich, Germany. [Downloadable!]
• Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008. "Do we need time series econometrics?," MPRA Paper 6627, University Library of Munich, Germany. [Downloadable!]
• Stengos, T. & Kourtellos, A. & Tan, C.M., 2008. "THRET: Threshold Regression with Endogenous Threshold Variables," Working Papers 2008-1, University of Guelph, Department of Economics. [Downloadable!]

This page was last updated on 2008-7-20.