Report NEP-ETS-2009-10-10

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Other reports in NEP-ETS

The following items were anounced in this report:

• Ole Eiler Barndorff-Nielsen & Robert Stelzer, 2009. "The multivariate supOU stochastic volatility model," CREATES Research Papers 2009-42, School of Economics and Management, University of Aarhus. [Downloadable!]
• Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2009. "Robust Data-Driven Inference for Density-Weighted Average Derivatives," CREATES Research Papers 2009-46, School of Economics and Management, University of Aarhus. [Downloadable!]
• Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2009. "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," CREATES Research Papers 2009-45, School of Economics and Management, University of Aarhus. [Downloadable!]
• Lasse Bork & Hans Dewachter & Romain Houssa, 2009. "Identification of Macroeconomic Factors in Large Panels," CREATES Research Papers 2009-43, School of Economics and Management, University of Aarhus. [Downloadable!]
• Mark Podolskij & Mathias Vetter, 2009. "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers 2009-47, School of Economics and Management, University of Aarhus. [Downloadable!]
• Eiji Kurozumi & Shinya Tanaka, 2009. "Reducing the Size Distortion of the KPSS Test," Global COE Hi-Stat Discussion Paper Series gd09-085, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
• Per Frederiksen & Frank S. Nielsen & Morten Ørregaard Nielsen, 2009. "Local polynomial Whittle estimation of perturbed fractional processes," Working Papers 1218, Queen's University, Department of Economics. [Downloadable!]
• Chuan Goh, 2009. "Efficient Semiparametric Detection of Changes in Trend," Working Papers tecipa-373, University of Toronto, Department of Economics. [Downloadable!]
• Westerlund, Joakim, 2009. "Testing for Unit Roots in Panel Time Series Models with Multiple Breaks," Working Papers in Economics 384, Göteborg University, Department of Economics. [Downloadable!]
• Westerlund, Joakim & Larsson, Rolf, 2009. "Testing for a Unit Root in a Random Coefficient Panel Data Model," Working Papers in Economics 383, Göteborg University, Department of Economics. [Downloadable!]
• Jorg Breitung & Gianluca Cubadda, 2009. "Testing for cointegration in high-dimensional systems," CEIS Research Paper 148, Tor Vergata University, CEIS, revised 30 Sep 2009. [Downloadable!]
• Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2009. "A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case," Economics & Statistics Discussion Papers esdp09055, University of Molise, Dept. SEGeS. [Downloadable!]

This page was last updated on 2009-11-29.