NEP-ETS-2008-05-24

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2008-05-24

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:

Oscar Martinez & Jose Olmo, 2008. "A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences," City University Economics Discussion Papers 08/08, Department of Economics, City University, London. [Downloadable!]
Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2008. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2008. "Unit Root Model Selection," Cowles Foundation Discussion Papers 1653, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2008. "Local Limit Theory and Spurious Nonparametric Regression," Cowles Foundation Discussion Papers 1654, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Tassos Magdalinos, 2008. "Unit Root and Cointegrating Limit Theory When Initialization Is in the Infinite Past," Cowles Foundation Discussion Papers 1655, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips, 2008. "Long Memory and Long Run Variation," Cowles Foundation Discussion Papers 1656, Cowles Foundation, Yale University. [Downloadable!]
Qiying Wang & Peter C.B. Phillips, 2008. "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1657, Cowles Foundation, Yale University. [Downloadable!]
Xu Cheng & Peter C.B. Phillips, 2008. "Semiparametric Cointegrating Rank Selection," Cowles Foundation Discussion Papers 1658, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Tassos Magdalinos & Liudas Giraitis, 2008. "Smoothing Local-to-Moderate Unit Root Theory," Cowles Foundation Discussion Papers 1659, Cowles Foundation, Yale University. [Downloadable!]
Item repec:hal:papers:halshs-00275254_v2 is not listed on IDEAS anymore
Silja Kinnebrock & Mark Podolskij, 2008. "An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models," OFRC Working Papers Series 2008fe25, Oxford Financial Research Centre. [Downloadable!]
Andrea Vaona, 2008. "The sensitivity of nonparametric misspecification tests to disturbance autocorrelation," Quaderni della facoltÃ di Scienze economiche dell'UniversitÃ di Lugano 0803, Biblioteca universitaria di Lugano (University Library of Lugano). [Downloadable!]

This page was last updated on 2009-11-22.

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