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Report NEP-ETS-2008-01-12
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:
- Keiko Yamaguchi, 2008, "Testing for the presence of noise in long memory processes [in Japanese]," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-230, Jan.
- Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007, "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers, IZA Network @ LISER, number 3254, Dec.
- Valle e Azevedo, João, 2007, "Exact Limit of the Expected Periodogram in the Unit-Root Case," MPRA Paper, University Library of Munich, Germany, number 6553, Sep.
- Valle e Azevedo, João, 2008, "A Multivariate Band-Pass Filter," MPRA Paper, University Library of Munich, Germany, number 6555, Jan.
- Valle e Azevedo, João, 2007, "Interpretation of the Effects of Filtering Integrated Time Series," MPRA Paper, University Library of Munich, Germany, number 6574, Sep.
- Caiado, Jorge & Crato, Nuno & Peña, Daniel, 2007, "Comparison of time series with unequal length," MPRA Paper, University Library of Munich, Germany, number 6605, Dec.
- Caiado, Jorge & Crato, Nuno, 2007, "Identifying common spectral and asymmetric features in stock returns," MPRA Paper, University Library of Munich, Germany, number 6607, Dec.
- Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008, "Do we need time series econometrics?," MPRA Paper, University Library of Munich, Germany, number 6627, Jan.
- Kourtellos, A. & Tan, C.M. & Stengos, T., 2008, "THRET: Threshold Regression with Endogenous Threshold Variables," Working Papers, University of Guelph, Department of Economics and Finance, number 0801.