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Report NEP-ETS-2004-02-23
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:
- Robert Hoffmann & Lee Chew Ging & Bala Ramasamy & Matthew Yeung, 2004, "FDI and Pollution: A Granger Causality Test using Panel Data," CEABuR Working Papers, Centre for Europe-Asia Business Research, number 2, Feb.
- Aparicio, Felipe M. & Escribano, Álvaro, 2003, "Cointegration tests based on record counting statistics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws036615, Oct.
- Giancarlo bruno & Edoardo Otranto, 2004, "The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach," Econometrics, University Library of Munich, Germany, number 0402008, Feb.
- Aparicio, Felipe M., 2003, "On the record properties of integrated time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws036414, Oct.
- Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004, "Structural Change and Forecasting Long-Run Energy Prices," Staff Working Papers, Bank of Canada, number 04-5, DOI: 10.34989/swp-2004-5.
- Aparicio, Felipe M. & Escribano, Álvaro & García, Ana, 2004, "A range unit root test," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws041104, Feb.
- Item repec:att:eurcbw:2003247 is not listed on IDEAS anymore
- Item repec:cfs:cfswop:wp200301 is not listed on IDEAS anymore
- Item repec:cfs:cfswop:wp200306 is not listed on IDEAS anymore
- Item repec:cfs:cfswop:wp200344 is not listed on IDEAS anymore
- T. Di Matteo & T. Aste & Michel M. Dacorogna, 2004, "Using the Scaling Analysis to Characterize Financial Markets," Finance, University Library of Munich, Germany, number 0402014, Feb.
- Gilberto A. Libanio, 2004, "Unit roots in macroeconomic time series: theory, implications, and evidence," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td228, Feb.
- Item repec:cfs:cfswop:wp200304 is not listed on IDEAS anymore
- Edoardo Otranto, 2004, "Classifying the Markets Volatility with ARMA Distance Measures," Econometrics, University Library of Munich, Germany, number 0402009, Feb, revised 05 Mar 2004.
- Lauren Bin Dong & David E. A. Giles, 2004, "An Empirical Likelihood Ratio Test for Normality," Econometrics Working Papers, Department of Economics, University of Victoria, number 0401, Feb.