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Report NEP-ETS-2009-08-08
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:
Eduardo Rossi & Paolo Santucci de Magistris, 2009.
"Long Memory and Tail dependence in Trading Volume and Volatility CREATES Research Papers
2009-30, School of Economics and Management, University of Aarhus.
[Downloadable!] Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis, 2009.
"A Nonlinear Panel Unit Root Test under Cross Section Dependence Working Papers
2009_28, Department of Economics, University of Glasgow.
[Downloadable!] John Geweke & Gianni Amisano, 2009.
"Optimal Prediction Pools Working Paper Series
1017, European Central Bank.
[Downloadable!] Kuswanto, Heri, 2009.
"A New Simple Test Against Spurious Long Memory Using Temporal Aggregation Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-425, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!] This page was last updated on 2009-12-13.
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 .