Report NEP-ETS-2005-11-12This 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:
- Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang, 2005. "Propagation of Memory Parameter from Durations to Counts," Econometrics 0511010, EconWPA.
- CHARFEDDINE Lanouar, 2005. "Can the SupLR test discriminate between different switching," International Finance 0511002, EconWPA.