Printed from https://ideas.repec.org/n/nep-ets/2000-10-05.html
Report NEP-ETS-2000-10-05
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, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Gallant, A. Ronald & Hsu, Chien-Te & Tauchen, George, 2000, "Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance," Working Papers, Duke University, Department of Economics, number 00-04.
- Graham Elliott & Michael Jansson, , "Testing for Unit Roots with Stationary Covariates," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-6.
- Niels Haldrup & Antonio Montanés & Andreu Sanso, , "Measurement Errors and Outliers in Seasonal Unit Root Testing," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-8.
- Item repec:fip:fedlwp:98-008b is not listed on IDEAS anymore
- Niels Haldrup & Peter Lildholdt, , "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-2.
- Item repec:aah:aarhec:1999-4 is not listed on IDEAS anymore
- Item repec:aah:aarhec:1999-3 is not listed on IDEAS anymore
- Niels Haldrup & Peter Lildholdt, , "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2000-1.
- Item repec:aah:aarhec:1999-8 is not listed on IDEAS anymore
- Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin, 2000, "Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 00/4, Jun.