Report NEP-ETS-2011-04-09This 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.
The following items were announced in this report:
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research 1116, DIW Berlin, German Institute for Economic Research.
- Hallin, M. & Akker, R. van den & Werker, B.J.M., 2011. "A Class of Simple Distribution-free Rank-based Unit Root Tests (Revision of DP 2010-72)," Discussion Paper, Tilburg University, Center for Economic Research 2011-002, Tilburg University, Center for Economic Research.
- Item repec:ner:dauphi:urn:hdl:123456789/2603 is not listed on IDEAS anymore
- John Cotter, 2011. "Uncovering Long Memory in High Frequency UK Futures," Papers, arXiv.org 1103.5651, arXiv.org.
- Iqbal, Javed, 2011. "Forecasting Performance of Alternative Error Correction Models," MPRA Paper 29826, University Library of Munich, Germany, revised 19 Mar 2011.