Printed from https://ideas.repec.org/n/nep-ets/2005-09-11.html
Report NEP-ETS-2005-09-11
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:
- Item repec:col:000070:001226 is not listed on IDEAS anymore
- Avarucci, Marco & Marinucci, Domenico, 2005, "Polynomial cointegration among stationary processes with long memory," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number we055123, Sep.
- González Manteiga, Wenceslao & Lombardía, Maria J. & Molina, Isabel & Morales, Domingo & Santamaría, Laureano, 2005, "Analytic and bootstrap approximations of prediction errors under a multivariate fay-herriot model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number ws054910, Sep.
- Meitz, Mika, 2005, "A necessary and sufficient condition for the strict stationarity of a family of GARCH processes," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 601, Jul.
- González, Andrés & Teräsvirta, Timo, 2005, "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 603, Aug.
- González, Andrés & Teräsvirta, Timo & van Dijk, Dick & Yang, Yukai, 2005, "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 604, Aug, revised 11 Oct 2017.
- Item repec:pas:camaaa:2005-11 is not listed on IDEAS anymore
- Item repec:pas:camaaa:2005-14 is not listed on IDEAS anymore
- Shrestha, Min B. & Chowdhury, Khorshed, 2005, "Sequential Procedure for Testing Unit Roots in the Presence of Structural Break in Time Series Data," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp05-06.