Printed from https://ideas.repec.org/n/nep-ets/2007-05-26.html
Report NEP-ETS-2007-05-26
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:dgr:uvatin:20070027 is not listed on IDEAS anymore
- Item repec:fip:fedlwp:2007-19 is not listed on IDEAS anymore
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006, "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200701, Sep, revised Jan 2007.
- Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Structural Breaks," Discussion Papers in Economics, University of Munich, Department of Economics, number 1926, May.
- Schlicht, Ekkehart, 2007, "Trend Extraction From Time Series With Missing Observations," Discussion Papers in Economics, University of Munich, Department of Economics, number 1927, May.
- Item repec:hum:wpaper:sfb649dp2007-027 is not listed on IDEAS anymore
- Item repec:hum:wpaper:sfb649dp2007-029 is not listed on IDEAS anymore
- Di Iorio, Francesca & Fachin, Stefano, 2006, "Testing for breaks in cointegrated panels," MPRA Paper, University Library of Munich, Germany, number 3280, Jul.