NEP-ETS-2008-07-05

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2008-07-05

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:

Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers 2008-36, School of Economics and Management, University of Aarhus. [Downloadable!]
Dennis Kristensen, 2008. "Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data," CREATES Research Papers 2008-37, School of Economics and Management, University of Aarhus. [Downloadable!]
D.S.G. Pollock, 2008. "IDEOLOG: A Program for Filtering Econometric Data - A Synopsis of Alternative Methods," Discussion Papers in Economics 08/21, Department of Economics, University of Leicester. [Downloadable!]
James D. Hamilton, 2008. "Macroeconomics and ARCH," NBER Working Papers 14151, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Nikolay Gospodinov & Masayuki Hirukawa, 2008. "Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes," CIRJE F-Series CIRJE-F-573, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch, 2008. "Measuring and Modeling Risk Using High-Frequency Data," SFB 649 Discussion Papers SFB649DP2008-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

This page was last updated on 2009-11-15.

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