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Report NEP-ETS-2005-03-06
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:
- Alonso Fernández, Andrés Modesto & Maharaj, Elizabeth Ann, 2005, "On the comparison of time series using subsampling," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws050702, Feb.
- Takamitsu Kurita & Bent Nielsen, 2005, "Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W01, Jan.
- Juan Carlos Escanciano, 2005, "Goodness-of-fit Tests for Linear and Non-linear Time Series Models," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 02/05, Feb.
- Carl Chiarella & Thuy-Duong To, 2005, "The Multifactor Nature of the Volatility of the Eurodollar Futures Market," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 150, Jan.
- Carl Chiarella & Shenhuai Gao, 2004, "Continuous Time Model Estimation," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 138, Dec.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005, "Spurious regression under broken trend stationarity," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200501, Jan.