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Report NEP-ETS-2009-01-17
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.Subscribe to this report: email or RSS Other reports in NEP-ETS
The following items were anounced in this report:
Morten Ørregaard Nielsen, 2009.
"Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders CREATES Research Papers
2009-02, School of Economics and Management, University of Aarhus.
[Downloadable!] Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, 2008.
"Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility Discussion Papers
08-34, University of Copenhagen. Department of Economics.
[Downloadable!] Konstantinos Fokianos & Anders Rahbek & Dag Tjøstheim, 2008.
"Poisson Autoregression Discussion Papers
08-35, University of Copenhagen. Department of Economics, revised Dec 2008.
[Downloadable!] Marc Hallin & Ramon van den Akker & Bas Werker, 2009.
"A class of Simple Semiparametrically Efficient Rank-Based Unit Root Tests ECARES Working Papers
2009_001, Université Libre de Bruxelles, Ecares.
[Downloadable!] Oliver Blaskowitz & Helmut Herwartz, 2008.
"Testing directional forecast value in the presence of serial correlation SFB 649 Discussion Papers
SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!] Markku Lanne & Helmut Luetkepohl, 2008.
"Stock Prices and Economic Fluctuations: A Markov Switching Structural Vector Autoregressive Analysis Economics Working Papers
ECO2008/29, European University Institute.
[Downloadable!] Item repec:cin:ucecwp:2009-02 is not listed on IDEAS anymore
This page was last updated on 2009-11-22.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .