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Report NEP-ETS-2007-10-20
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:
- GARROI, Jean-Jacques & GOOS, Peter & SÖRENSEN, Kenneth, 2006, "A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation and time trends," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2006026, Oct.
- Gianluca Moretti, 2007, "Detecting long memory co-movements in macroeconomic time series," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 642, Sep.
- Artis, Michael & Nachane, Dilip M & Hoffmann, Mathias & Clavel, Jose Garcia, 2007, "Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6517, Oct.
- Item repec:qmw:qmwecw:wp609 is not listed on IDEAS anymore
- Giacomini, Raffaella & Gottschling, Andreas & Haefke, Christian & White, Halbert, 2007, "Mixtures of t-distributions for Finance and Forecasting," Economics Series, Institute for Advanced Studies, number 216, Oct.
- Di Iorio, Francesca & Fachin, Stefano, 2007, "Testing for Breaks in Cointegrated Panels - with an Application to the Feldstein-Horioka Puzzle," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-39.
- McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu h., 2007, "Martingales, the efficient market hypothesis, and spurious stylized facts," MPRA Paper, University Library of Munich, Germany, number 5303, Oct.