Printed from https://ideas.repec.org/n/nep-ets/2007-03-17.html
Report NEP-ETS-2007-03-17
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:cfs:cfswop:wp200623 is not listed on IDEAS anymore
- Donald W.K. Andrews & Patrik Guggenberger, 2007, "Asymptotics for Stationary Very Nearly Unit Root Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1607, Mar.
- G. Everaert, 2007, "Estimating Long-Run Relationships between Observed Integrated Variables by Unobserved Component Methods," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 07/452, Jan.
- Caiado, Jorge & Crato, Nuno, 2007, "A GARCH-based method for clustering of financial time series: International stock markets evidence," MPRA Paper, University Library of Munich, Germany, number 2074.
- Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2006, "An interpolated periodogram-based metric for comparison of time series with unequal lengths," MPRA Paper, University Library of Munich, Germany, number 2075.
- Bassler, Kevin E. & McCauley, Joseph L. & Gunaratne, Gemunu H., 2006, "Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets," MPRA Paper, University Library of Munich, Germany, number 2126, Sep.
- McCauley, Joseph L., 2007, "Fokker-Planck and Chapman-Kolmogorov equations for Ito processes with finite memory," MPRA Paper, University Library of Munich, Germany, number 2128, Feb.
- Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L., 2005, "Hurst exponents, Markov processes, and nonlinear diffusion equations," MPRA Paper, University Library of Munich, Germany, number 2152, Dec.
- McCauley, Joseph L. & Gunaratne, Gemunu H. & Bassler, Kevin E., 2006, "Hurst exponents, Markov processes, and fractional Brownian motion," MPRA Paper, University Library of Munich, Germany, number 2154, Sep.
- McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H., 2007, "Martingales, Detrending Data, and the Efficient Market Hypothesis," MPRA Paper, University Library of Munich, Germany, number 2256, Feb.
- Mueller, Ulrich & Petalas, Philippe-Emmanuel, 2007, "Efficient Estimation of the Parameter Path in Unstable Time Series Models," MPRA Paper, University Library of Munich, Germany, number 2260, Mar.
- Zsolt Darvas, 2007, "Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target Zone Literature," Working Papers, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, number 0701, Feb.