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Report NEP-ETS-2009-08-16
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:
Christian Kascha & Carsten Trenkler, 2009.
"Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order Working Paper
2009/12, Norges Bank.
[Downloadable!] Alessandro De Gregorio & Stefano Iacus, 2009.
"Pseudo phi-divergence test statistics and multidimensional Ito processes UNIMI - Research Papers in Economics, Business, and Statistics
1083, Universitá degli Studi di Milano.
[Downloadable!] Emma M. Iglesias & Oliver Linton, 2009.
"Estimation of tail thickness parameters from GJR-GARCH models Economics Working Papers
we094726, Universidad Carlos III, Departamento de EconomÃa.
[Downloadable!] Francq, Christian & Zakoian, Jean-Michel, 2008.
"Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons MPRA Paper
16672, University Library of Munich, Germany.
[Downloadable!] This page was last updated on 2009-12-6.
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 .