Report NEP-ETS-2005-09-11This 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:
- Item repec:col:000070:001226 is not listed on IDEAS anymore
- Marinucci, Domenico & Avarucci, Marco, 2005. "Polynomial cointegration among stationary processes with long memory," UC3M Working papers. Economics we055123, Universidad Carlos III de Madrid. Departamento de Economía.
- Santamaría, Laureano & Morales, Domingo & Molina, Isabel & Lombardía, Maria J. & González Manteiga, Wenceslao, 2005. "Analytic and bootstrap approximations of prediction errors under a multivariate fay-herriot model," DES - Working Papers. Statistics and Econometrics. WS ws054910, Universidad Carlos III de Madrid. Departamento de Estadística.
- 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 601, Stockholm School of Economics.
- González, Andrés & Teräsvirta, Timo, 2005. "Simulation-based finite-sample linearity test against smooth transition models," SSE/EFI Working Paper Series in Economics and Finance 603, Stockholm School of Economics.
- González, Andrés & Teräsvirta, Timo & van Dijk, Dick, 2005. "Panel Smooth Transition Regression Models," SSE/EFI Working Paper Series in Economics and Finance 604, Stockholm School of Economics.
- 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 wp05-06, School of Economics, University of Wollongong, NSW, Australia.