NEP-ETS-2008-05-17

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Report NEP-ETS-2008-05-17

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.

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Other reports in NEP-ETS

The following items were anounced in this report:

Christian T. Brownlees & Giampiero Gallo, 2007. "Volatility Forecasting Using Explanatory Variables and Focused Selection Criteria," Econometrics Working Papers Archive wp2007_04, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
Giampiero Gallo & Edoardo Otranto, 2007. "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive wp2007_11, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
Kruse, Robinson, 2008. "A new unit root test against ESTAR based on a class of modified statistics," Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der UniversitÃ¤t Hannover dp-398, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
Dominique Guegan, 2008. "Non-stationarity and meta-distribution," Documents de travail du Centre d'Economie de la Sorbonne b08026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2008. "Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations," Documents de travail du Centre d'Economie de la Sorbonne b08027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne b08035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Ibrahim Ahamada & Philippe Jolivaldt, 2008. "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Documents de travail du Centre d'Economie de la Sorbonne v08032, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Stephan Popp, 2008. "A Nonlinear Unit Root Test in the Presence of an Unknown Break," Ruhr Economic Papers 0045, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]

This page was last updated on 2009-12-6.

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