NEP-ETS-2009-05-23

This file is part of IDEAS, which uses RePEc data

Report NEP-ETS-2009-05-23

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:

Muhammad Akram & Rob J Hyndman & J. Keith Ord, 2008. "Exponential smoothing and non-negative data," Working Papers 2008-003, The George Washinton University, Department of Economics, Research Program on Forecasting. [Downloadable!]
Ahlgren, Niklas & Juselius, Mikael, 2009. "Tests for Cointegration Rank and the Initial Condition," Working Papers 539, Hanken School of Economics. [Downloadable!]
Richard T. Baille & Claudio Morana, 2009. "Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach," ICER Working Papers - Applied Mathematics Series 06-2009, ICER - International Centre for Economic Research. [Downloadable!]
Franses, Ph.H.B.F. & Dijk, D.J.C. van, 2009. "Cointegration in a historical perspective," Econometric Institute Report EI 2009-08 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Charalambos G. Tsangarides & Alin Mirestean & Huigang Chen, 2009. "Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods," IMF Working Papers 09/74, International Monetary Fund. [Downloadable!]
Michel Beine & Bertrand Candelon & Jan Piplack, 2009. "Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach," Working Papers 09-10, Utrecht School of Economics. [Downloadable!]
Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or long memory behaviour : An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne 09022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Dominique Guegan & Zhiping Lu, 2009. "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne 09015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
Ioannis Kasparis & Peter C. B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," University of Cyprus Working Papers in Economics 2-2009, University of Cyprus Department of Economics. [Downloadable!]

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

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