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Report NEP-ETS-2006-07-21
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:
- Pesaran, M. Hashem & Timmermann, Allan, 2006, "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2196, Jul.
- Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006, "Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/06, Jun.
- D. S. Poskitt, 2006, "Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/06, Jul.
- S. D. Grose & D. S. Poskitt, 2006, "The Finite-Sample Properties of Autoregressive Approximations of Fractionally-Integrated and Non-Invertible Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/06, Jun.
- Item repec:fiu:wpaper:0607 is not listed on IDEAS anymore
- Item repec:fiu:wpaper:0608 is not listed on IDEAS anymore
- Saadet Kirbas Kasman & Adnan Kasman & Evrim Turgutlu, 2005, "Fisher Hypothesis Revisited: A Fractional Cointegration Analysis," Discussion Paper Series, Dokuz Eylül University, Faculty of Business, Department of Economics, number 05/04, Nov, revised 23 Nov 2005.